Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
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DOI: 10.1016/j.jeconom.2020.11.013
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- Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
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More about this item
Keywords
Cross-sectional and serial dependence; Endogeneity; Factor analysis; Heterogeneous panel; Nonlinear panel data;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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