## 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
β¦ LIBER β¦
Semiparametric Bayesian Inference in Autoregressive Panel Data Models
β Scribed by Keisuke Hirano
- Book ID
- 108556120
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 177 KB
- Volume
- 70
- Category
- Article
- ISSN
- 0012-9682
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