Bayesian analysis of dynamic panel data by penalized quantile regression
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- scientific article; zbMATH DE number 6907900
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Cites work
- scientific article; zbMATH DE number 1865743 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A temporal hidden Markov regression model for the analysis of gene regulatory networks
- Adaptive Rejection Metropolis Sampling within Gibbs Sampling
- Analysis of panel data
- Average and quantile effects in nonseparable panel models
- Bayesian analysis of penalized quantile regression for longitudinal data
- Bayesian quantile regression
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Bayesian quantile regression for parametric nonlinear mixed effects models
- Conjugate priors and variable selection for Bayesian quantile regression
- Estimating and testing a quantile regression model with interactive effects
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Estimation of a Censored Dynamic Panel Data Model
- Estimation of cross sectional and panel data censored regression models with endogeneity
- Gibbs sampling methods for Bayesian quantile regression
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
- Instrumental quantile regression inference for structural and treatment effect models
- Instrumental variable quantile regression: a robust inference approach
- Marginal Likelihood from the Gibbs Output
- Markov chains for exploring posterior distributions. (With discussion)
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- Nonparametric regression using Bayesian variable selection
- On the Pooling of Time Series and Cross Section Data
- Penalized quantile regression for dynamic panel data
- Quantile regression for dynamic panel data with fixed effects
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression.
- Regression Quantiles
- Robust penalized quantile regression estimation for panel data
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Stochastic matching pursuit for Bayesian variable selection
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(8)- Topics on dynamic panel data models with random effects using semi-parametric Bayesian approach
- scientific article; zbMATH DE number 6907900 (Why is no real title available?)
- Bayesian estimation of dynamic panel data gravity model
- Adaptive penalty quantile regression for panel data
- Bayesian analysis of penalized quantile regression for longitudinal data
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Bayesian analysis of quantile regression for censored dynamic panel data
- Penalized quantile regression for dynamic panel data
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