Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2023
-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … effects, with cross-correlated effects à la Chamberlain, for the Hausman-Taylor world and for dynamic panel data models with … Bayesian estimator using the same data as in Keane and Neal (2020). We obtain short run as well as long run effects of climate …