This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear … model with common and heterogeneous coefficients and cross-sectional heteroskedasticity. The panel considered in this paper … nonparametrically allowing for correlation between heterogeneous parameters and initial conditions as well as individual …

panel data models with country-specific fixed effects in order to simultaneously address model uncertainty and endogeneity … issues. The empirical findings suggest that in a panel setting the most robust growth determinants are the price of …

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 constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear … model with common and heterogeneous coefficients and cross-sectional heteroskedasticity. The panel considered in this paper … distribution nonparametrically allowing for correlation between heterogeneous parameters and initial conditions as well as …

-time dynamic panel relationship between growth rates and initial levels of income as well as endowments of physical, knowledge and … step uses the club assignments in a dynamic space-time panel data model to assess long-run dynamic direct and spillover …

step involves identifying the number and composition of clubs using a space-time panel data model for annual income growth … rates in conjunction with Bayesian model comparison methods. A second step uses a Bayesian space-time panel data model to …

This paper considers a linear panel data model with time varying heterogeneity. Bayesian inference techniques organized …

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

This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear … model with common and heterogeneous coefficients and cross-sectional heteroskedasticity. The panel considered in this paper … nonparametrically allowing for correlation between heterogeneous parameters and initial conditions as well as individual …

In this paper, we develop a general method for heterogeneous variable selection in Bayesian nonlinear panel data models … approach for general nonlinear panel data models, encompassing multinomial logit and probit models, poisson and negative …