✦ LIBER ✦

Robust Priors in Nonlinear Panel Data Models

✍ Scribed by Manuel Arellano; Stéphane Bonhomme

Book ID: 111857409
Publisher: John Wiley and Sons
Year: 2009
Tongue: English
Weight: 431 KB
Volume: 77
Category: Article
ISSN: 0012-9682
DOI: 10.3982/ecta6895

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## Abstract This paper discusses the estimation of a class of nonlinear state space models including nonlinear panel data models with autoregressive error components. A health economics example illustrates the usefulness of such models. For the approximation of the likelihood function, nonlinear fi