Arellano, Manuel (contributor); … - 2006
ROBUST PRIORS IN NONLINEAR
PANEL DATA MODELS
Manuel Arellano and Stéphane Bonhomme
CEMFI … PRIORS IN NONLINEAR
PANEL DATA MODELS
Abstract
Many approaches to estimation of panel models are based on an … results.
JEL Codes: C23.
Keywords: Panel data, incidental parameters, bias reduction, integrated likelihood,
priors …