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Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach
Leorato, Samantha; Mezzetti, Maura - Centro di Studi Internazionali Sull'Economia e la … - 2015
A hierarchical Bayesian model for spatial panel data is proposed. The idea behind the proposed method is to analyze … spatially dependent panel data by means of a separable covariance matrix. Let us indicate the observations as yit, i = 1,...,N …
Persistent link: https://www.econbiz.de/10011249492
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Likelihood-based estimation of latent generalised ARCH
Shephard, Neil; Sentana, Enrique - Department of Economics, Oxford University - 2003
GARCH models are commonly used as latent processes in econometrics, financial economics and macroeconomics. Yet no exact likelihood analysis of these models has been provided so far. In this paper we outline the issues and suggest a Markov chain Monte Carlo algorithm which allows the calculation...
Persistent link: https://www.econbiz.de/10010661356
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Income, Mortality, and Literacy Distribution Dynamics Across States in Mexico: 1940-2000
Verdú, Rodrigo García - In: Latin American Journal of Economics-formerly Cuadernos … 42 (2005) 125, pp. 165-192
This paper analyzes the dynamics of the distributions of per capita Gross Domestic Product (GDP), the infant mortality rate, and the adult literacy rate across states in Mexico between 1994 and 2000. It analyzes the hypothesis of convergence to a common l
Persistent link: https://www.econbiz.de/10005515175
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Does Poverty Trap Rural Malagasy Households?
Thomas, Anne-Claire; Gaspart, Frédéric - In: World Development 67 (2015) C, pp. 490-505
or an intercept effect on the current poverty risk. An original and large household panel data survey covering the period …
Persistent link: https://www.econbiz.de/10011117385
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What Motivates Farm Couples to Seek Off-farm Labour? A Logit Analysis of Job Transitions
Biørn, Erik; Bjørnsen, Hild-Marte - Økonomisk institutt, Universitetet i Oslo - 2013
-year unbalanced panel data set from Norwegian farm couples (households) and logit modeling of one-period transition …
Persistent link: https://www.econbiz.de/10010785514
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Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S.
Buchinsky, Moshe; Fougère, Denis; Kramarz, Francis; … - Center for Applied Economics and Policy Research … - 2008
career and past jobs. The three-equation system is estimated simultaneously using the Panel Study of Income Dynamics (PSID …
Persistent link: https://www.econbiz.de/10005727875
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Bayesian computing with INLA: New features
Martins, Thiago G.; Simpson, Daniel; Lindgren, Finn; … - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 68-83
The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and … accurate estimates of posterior marginals and also to be a valuable tool in practice via the R-package R-INLA. New developments … in the R-INLA are formalized and it is shown how these features greatly extend the scope of models that can be analyzed …
Persistent link: https://www.econbiz.de/10011056405
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Discussing the “big n problem”
Lasinio, Giovanna Jona; Mastrantonio, Gianluca; … - In: Statistical Methods and Applications 22 (2013) 1, pp. 97-112
When a large amount of spatial data is available computational and modeling challenges arise and they are often labeled as “big n problem”. In this work we present a brief review of the literature. Then we focus on two approaches, respectively based on stochastic partial differential...
Persistent link: https://www.econbiz.de/10010998684
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A primer on disease mapping and ecological regression using <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\texttt{INLA}}$$</EquationSource> </InlineEquation>
Schrödle, Birgit; Held, Leonhard - In: Computational Statistics 26 (2011) 2, pp. 241-258
Persistent link: https://www.econbiz.de/10009149748
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Kronecker factorial designs for multiway elimination of heterogeneity
Mukerjee, Rahul; Sen, Mausumi - In: Annals of the Institute of Statistical Mathematics 40 (1988) 1, pp. 195-210
Persistent link: https://www.econbiz.de/10005395589