Liu, Junrong; Sickles, Robin C.; Tsionas, Efthymios G. - In: Econometrics : open access journal 5 (2017) 3, pp. 1-21
This paper considers a linear panel data model with time varying heterogeneity. Bayesian inference techniques organized … heterogeneity and priors on the factor structure of unobserved effects. The latter have been addressed in a non-Bayesian framework …