-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … a general “toolbox†for a wide range of specifications which includes the dynamic space- time panel model with random … effects, with cross-correlated effects à la Chamberlain, for the Hausman-Taylor world and for dynamic panel data models with …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime. …

using a sample of 3,979 neonates which represents over 84,846 observations (infant/days). We use a semiparametric panel data …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime. …

assumptions which are consistent with economic theory, e.g. log-normally distributed consumption preferences, the Bayesian method …

dynamic random-effects panel data models. This characteristic of the method makes it very attractive in empirical applications … with balanced and unbalanced panel data sets, and also two full length empirical applications are provided. The results …