The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime. …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … a general “toolbox†for a wide range of specifications which includes the dynamic space- time panel model with random … effects, with cross-correlated effects à la Chamberlain, for the Hausman-Taylor world and for dynamic panel data models with …

sustainability approach á la Lane and Milesi-Ferretti (LM) versus the structural current accounts literature (SCA) based on panel …

latent heterogeneity for panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent …

In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent …