Castelein, Anoek; Fok, Dennis; Paap, Richard - 2020
In this paper, we develop a general method for heterogeneous variable selection in Bayesian nonlinear panel data models …. Heterogeneous variable selection refers to the possibility that subsets of units are unaffected by certain variables. It may be …'s unitspecific parameters: each unit-specific parameter is either equal to zero (heterogeneous variable selection) or comes from a …