Robust linear static panel data models using -contamination
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Robust linear static panel data models using \(\varepsilon\)-contamination
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- Benchmark priors for Bayesian model averaging.
- Bootstrapping error component model
- Empirical Bayes Confidence Intervals Based on Bootstrap Samples
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Fixed effects, random effects or Hausman-Taylor: a pretest estimator
- Fully Bayes factors with a generalized g-prior
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