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Semiparametric Bayesian Inference for Time Series with Mixed Spectra

✍ Scribed by C. K. Carter; R. Kohn


Book ID
108547386
Publisher
Blackwell Publishing
Year
1997
Tongue
English
Weight
267 KB
Volume
59
Category
Article
ISSN
0952-8385

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Semiparametric Bayesian inference for dy
✍ Tong Li; Xiaoyong Zheng πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 242 KB

## Abstract This paper develops semiparametric Bayesian methods for inference of dynamic Tobit panel data models. Our approach requires that the conditional mean dependence of the unobserved heterogeneity on the initial conditions and the strictly exogenous variables be specified. Important quantit