Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach
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More about this item
Keywords
Individualized variable selection; Dirichlet process; Stochastic search; Heterogeneity; Attribute non-attendance; Feature selection; Bayesian;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2020-10-05 (Discrete Choice Models)
- NEP-ECM-2020-10-05 (Econometrics)
- NEP-ORE-2020-10-05 (Operations Research)
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