latent heterogeneity for panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent … ; MCMC Methods ; Panel Probit Model ; Mixture Modelling …

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

Taking a Bayesian perspective on model uncertainty for static panel data models proposed in the spatial econometrics …

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. …

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 …

In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …

In Bayesian theory, the data together with the prior produce a posterior. We show that it is also possible to follow … (which is not observable). We then apply the theory to equilibrium climate sensitivity as reported by the Intergovernmental … Panel on Climate Change in an attempt to get some insight into the prior beliefs of the IPCC scientists. It appears that the …