Model occurrence and model selection in panel data sets

DOI10.1016/0304-4076(81)90006-3MaRDI QIDQ1166225zbMATH OpenOpenAlexFDO

Authors Dale J. Poirier, Steven Klepper

Publication date 1981

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(81)90006-3

zbMATH Keywords

model selectionpanel datamixed estimation approachesmodel occurrence

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

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• A New Approach to Estimating Switching Regressions
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Note on a Large-Sample Result in Specification Analysis
• ON AUTOREGRESSIVE TIME SERIES
• Selection of Regressors
• Strong Inconsistency from Uniform Priors

Cited in

(2)

• Comparing and choosing between two models with a third model in background
• Causal relationships and replicability

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