This paper extends the Baltagi et al. (2018, 2021) static and dynamic ε-contamination papers to dynamic space …. The proposed robust Bayesian approach departs from the standard Bayesian framework in two ways. First, we consider the ε-contamination … priors and the ε-contamination priors use Zellner (1986)’s g-priors for the variance-covariance matrices. We propose a …

approach departs from the standard Bayesian framework in two ways. First, we consider the ε-contamination class of prior … distributions for the model parameters as well as for the individual effects. Second, both the base elicited priors and the ε-contamination …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two …