Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination
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- B. Ben Moummad & E. Ezzahid & A. Zoglat, 2023. "The impact of capital goods prices on Africa's economic performance," South African Journal of Economics, Economic Society of South Africa, vol. 91(1), pages 68-84, March.
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More about this item
Keywords
Dynamic Model; ε-Contamination; g-Priors; Type-II Maximum Likelihood Posterior Density; Panel Data; Robust Bayesian Estimator; Two-Stage Hierarchy;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
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-10-25 (Econometrics)
- NEP-ORE-2021-10-25 (Operations Research)
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