Bayesian analysis of panel data using an MTAR model

DOI10.1080/02664760500080132MaRDI QIDQ3592037zbMATH OpenOpenAlexFDO

Authors Yoon Young Jung, Dong Wan Shin, Man-Suk Oh

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500080132

zbMATH Keywords

MTARmodel selectionMCMCpanel data

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Estimation of posterior density functions from a posterior sample.
• Monte Carlo methods in Bayesian computation
• Sampling-Based Approaches to Calculating Marginal Densities
• Threshold Autoregression with a Unit Root
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Unit root tests in panel data: asymptotic and finite-sample properties

Cited in

(2)

• Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data
• Bayesian estimation of dynamic panel data gravity model

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