error components of panel data models that contain random effects. This general specification encompasses several more … specific space-time structures that have been used recently in the panel data literature. Markov Chain Monte Carlo methods are …

A space–time filter is set forth for spatial panel data situations that include random effects. We propose a general … spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We … apply the model to the case of highway induced travel demand. The theory of induced travel demand asserts that increased …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two …

The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian …

The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis …

We apply a heterogenous coefficient spatial autoregressive panel model from Aquaro, Bailey and Pesaran (2015) to … covering more than 487 days. The heterogeneous coefficients spatial autoregressive panel data model uses the large sample of …Wir nutzen ein räumliches autoregressives Panel-Datenmodell von Aquaro, Bailey und Pesaran (2015), um Wettbewerbs- bzw …

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 misspecification 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 …