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. …

Hausman-Taylor world and for dynamic panel data models with homogeneous/heterogeneous slopes and cross-sectional dependence …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 …

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

This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large … micro-, meso-, and macroeconomic levels. The paper outlines the estimation approach, illustrates its suitability by …

three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …