Bayesian analysis of dynamic panel data by penalized quantile regression

DOI10.1007/S10260-017-0392-0zbMATH Open1387.62047OpenAlexW2748113553MaRDI QIDQ1742844FDOQ1742844

Authors: A. Aghamohammadi 

Publication date: 12 April 2018

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-017-0392-0

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zbMATH Keywords

shrinkagepenalized regressionBayesian quantile regressiondynamic panel

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• Title not available (Why is that?)
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Cited In (8)

• Topics on dynamic panel data models with random effects using semi-parametric Bayesian approach
• Title not available (Why is that?)
• 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

Uses Software

• R

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