A new Bayesian multinomial probit model is proposed for the analysis of panel choice data. Using a parameter expansion … reanalyze a well-known scanner panel dataset that reveals new substantive insights. In addition, we delineate a number of …

This paper develops semiparametric Bayesian methods for inference in dynamic linear panel data models, and applies them … to longitudinal data on labor earnings from the Panel Study of Income Dynamics. We focus on characterizing not only … inference in semiparametric panel data models must solve a nonparametric deconvolution problem arising from the existence of …

misspecificity involved in compressed regression models. Methodologically, a multicountry large structural Panel Vector …