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~person:"Bonhomme, Stephane"
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ROBUST PRIORS IN NONLINEAR PANEL DATA MODELS
Arellano, Manuel
;
Bonhomme, Stephane
-
Centro de Estudios Monetarios y Financieros (CEMFI)
-
2006
Many approaches to estimation of panel models are based on an average or
integrated
likelihood
that assigns weights to …
Persistent link: https://www.econbiz.de/10005611885
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