Taking a Bayesian perspective on model uncertainty for static panel data models proposed in the spatial econometrics …

economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …

economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …

Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two … parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics … researchers in econometrics, this volume includes the most up-to-date research across a wide range of topics. …

This paper considers a linear panel data model with time varying heterogeneity. Bayesian inference techniques organized …