Paquet, Marie-France; Bolduc, Denis - In: L'Actualité Economique 80 (2004) 2, pp. 341-361
In this paper, we suggest to use a Gibbs sampler with data augmentation to estimate models based on incomplete longitudinal data which, in the extreme case where the sample is composed of independent cross-sections, corresponds to a situation that normally calls for pseudo-panel modeling. The...