Semiparametric Bayesian estimation of mixed count regression models
AbstractThis paper develops semiparametric Bayesian estimation approach for Poisson regression models with unobserved heterogeneity of unknown density. This approach is computationally efficient and allows automatic adaptation of the approximating density to data during estimation. Simulations show the estimator performs well.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 100 (2008)
Issue (Month): 3 (September)
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