Considering spatial autoregressive model, this paper derives restricted generalized Bayes estimator for the regression coefficients vector in the presence of a set of linear restrictions binding coefficients. The minimaxity of the restricted generalized Bayes estimator has been established....

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two-step approach is employed to derive the conditional type-II maximum likelihood (ML-II) posterior distribution of the coefficients and individual effects. The ML-II posterior...