Panel Data Models with Interactive Fixed Effects: A Bayesian Approach
This thesis explores a Bayesian approach for four types of panel data models with interactive fixed effects: linear, dynamic tobit, probit, and linear with a nonhomogeneous block-wise factor structure. Monte Carlo simulation shows good estimation results for the linear dynamic panel data model with...
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| Language: | English |
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2015
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| Online Access: | https://doi.org/10.7916/D88W3C79 |