Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm

DOI10.1080/03610918.2016.1241401MaRDI QIDQ4607391zbMATH OpenOpenAlexFDO

Authors Ronghua Luo, Wei Lan

Publication date 13 March 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1241401

zbMATH Keywords

hierarchical Bayesian modelhigh-dimensional panel datahomogenous effectMCMC algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cites work

• A nonparametric poolability test for panel data models with cross section dependence
• Analysis of panel data
• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Bayesian Statistics and Marketing
• Contour projected dimension reduction
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Efficient Inference in a Random Coefficient Regression Model
• Eigenvalue ratio test for the number of factors
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Testing homogeneity in panel data models with interactive fixed effects
• Testing slope homogeneity in large panels
• The econometrics of panel data. Handbook of theory and applications.
• The econometrics of panel data. Handbook of theory and applications.

Cited in

(2)

• Homogeneity detection for the high-dimensional generalized linear model
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Describes a project that uses

Uses Software

• bayesm

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