Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2020.11.013
+Normal rank
@@ Property / OpenAlex ID @@
+W3118912082
@@ Property / OpenAlex ID: W3118912082 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q114161724
@@ Property / Wikidata QID: Q114161724 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Analysis of Binary and Polychotomous Response Data
+Normal rank
@@ Property / cites work @@
+Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of factor models of high dimension
+Normal rank
@@ Property / cites work @@
+Theory and methods of panel data models with interactive effects
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Principal components estimation and identification of static factors
+Normal rank
@@ Property / cites work @@
+The horseshoe estimator for sparse signals
@@ Property / cites work: The horseshoe estimator for sparse signals / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple fixed effects in binary response panel data models
+Normal rank
@@ Property / cites work @@
+Quantile Factor Models
@@ Property / cites work: Quantile Factor Models / rank @@
+Normal rank
@@ Property / cites work @@
+An MCMC approach to classical estimation.
@@ Property / cites work: An MCMC approach to classical estimation. / rank @@
+Normal rank
@@ Property / cites work @@
+Individual and time effects in nonlinear panel models with large \(N\), \(T\)
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in the General Dynamic Factor Model
+Normal rank
@@ Property / cites work @@
+Bayesian auxiliary variable models for binary and multinomial regression
+Normal rank
@@ Property / cites work @@
+Bayesian Analysis for the Social Sciences
@@ Property / cites work: Bayesian Analysis for the Social Sciences / rank @@
+Normal rank
@@ Property / cites work @@
+Q4127803
@@ Property / cites work: Q4127803 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian adaptive Lasso
@@ Property / cites work: Bayesian adaptive Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of the multinomial probit model with fully identified parameters
+Normal rank
@@ Property / cites work @@
+Estimation of random coefficients logit demand models with interactive fixed effects
+Normal rank
@@ Property / cites work @@
+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
+Normal rank
@@ Property / cites work @@
+The Bayesian Lasso
@@ Property / cites work: The Bayesian Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
+Normal rank
@@ Property / cites work @@
+Bayesian Statistics and Marketing
@@ Property / cites work: Bayesian Statistics and Marketing / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank