This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Panel Regression with Unobserved Classes

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Salabasis, Mickael () (UC AB)
Villani, Mattias () (Dept. of Statistics, Stockholm University)

Additional information is available for the following registered author(s):

Abstract

We propose a panel regression model with a predetermined and fixed number of classes, where each class is defined by its parameters, but any reference as to which group any observation belongs to is absent. The classes or groups are rationalized by a willingness to attribute some of the observed heterogeneity on a higher level than the individual. The estimation procedures have a distinct Bayesian flavor, relying on the Gibbs sampler for parameter estimation, a method proven effective in situations with missing or latent variables.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://swopec.hhs.se/hastef/papers/hastef0353.ps.zip
File Format: application/postscript
File Function:
Download Restriction: no
File URL: http://swopec.hhs.se/hastef/papers/hastef0353.ps
File Format: application/postscript
File Function:
Download Restriction: no
File URL: http://swopec.hhs.se/hastef/papers/hastef0353.pdf
File Format: application/pdf
File Function:
Download Restriction: no
File URL: http://swopec.hhs.se/hastef/papers/hastef0353.pdf.zip
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Stockholm School of Economics in its series Working Paper Series in Economics and Finance with number 353.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 19 pages
Date of creation: 24 Jan 2000
Date of revision:
Handle: RePEc:hhs:hastef:0353

Contact details of provider:
Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden
Phone: +46-(0)8-736 90 00
Fax: +46-(0)8-31 01 57
Email:
Web page: http://www.hhs.se/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Helena Lundin).

Related research
Keywords: Panel data; Bayesian statistics;

Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.

This page was last updated on 2009-12-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.