Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2023
-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … a general â toolboxâ 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 …