Semiparametric Bayesian estimation of mixed count regression models

This paper develops semiparametric Bayesian estimation approach for Poisson regression models with unobserved heterogeneity of unknown density. This approach is computationally efficient and allows automatic adaptation of the approximating density to data during estimation. Simulations show the estimator performs well.

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Year of publication:	2008
Authors:	Zheng, Xiaoyong
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 100.2008, 3, p. 435-438
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005276063