This paper extends the Baltagi et al. (2018, 2021) static and dynamic ?-contamination papers to dynamic space-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution. The proposed robust Bayesian approach departs from the...

For a panel data linear regression model with both individual and time effects, empirical studies select the two-way random-effects (TWRE) estimator if the Hausman test based on the contrast between the two-way fixed-effects (TWFE) estimator and the TWRE estimator is not rejected. Alternatively,...

Recent Developments in Health Econometrics is Volume 297 of the Contributions to Economic Analysis serial and is dedicated to Professor Andrew Jones. The volume highlights recent developments in health econometrics, especially in areas of empirical health economics, where Andrew has contributed...