spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the …We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of …

unconditional moment estimation. In the empirical application, we focus on two diff erent applications. We estimate the association … on data from the Socio-Economic Panel Study. In this application we use regional income information on the residential …

model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …

Modern systems of official statistics require the estimation and publication of business statistics for disaggregated … area estimation. Recently proposed outlier robust modelbased small area methods assume, however, uncorrelated random … propose outlier robust small area methodology that allows for the presence of spatial correlation in the data. In particular …

indicate that conclusions may critically hinge on a selectedordering of variables. The dynamic correlation Cholesky …