Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
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- Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers 2310.13785, arXiv.org, revised Feb 2024.
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More about this item
Keywords
Bayesian Analysis; Forecasting; Income Dynamics; Panel Data Models; Sparsity; Spike-and-Slab Priors;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
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