Robust Bayesian analysis of a multivariate dynamic model
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DOI: 10.1016/j.physa.2019.121451
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Cited by:
- Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021. "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers 240, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022.
"Robust Dynamic Panel Data Models Usingε-Contamination,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 307-336,
Emerald Group Publishing Limited.
- Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2020. "Robust Dynamic Panel Data Models Using e-Contamination," IZA Discussion Papers 13214, Institute of Labor Economics (IZA).
- Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2020. "Robust Dynamic Panel Data Models Using ε-contamination," CIRANO Working Papers 2020s-07, CIRANO.
- Muhammad Aslam & Mehreen Afzaal & M. Ishaq Bhatti, 2021. "A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors," Statistics in Transition New Series, Polish Statistical Association, vol. 22(4), pages 101-119, December.
- Aslam Muhammad & Afzaal Mehreen & Ishaq Bhatti M., 2021. "A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors," Statistics in Transition New Series, Statistics Poland, vol. 22(4), pages 101-119, December.
- Barreda-Tarrazona, Iván & Grimalda, Gianluca & Teglio, Andrea, 2024. "Voluntary insurance vs. stabilization funds: An experimental analysis on bank runs," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
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Keywords
Data complexity; Multivariate dynamic model; Robust Bayesian; ε-contamination class of prior; ML-II posterior density; Corporate finance;All these keywords.
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