BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA
Ranjita Pandey () and
Anoop Chaturvedi ()
Additional contact information
Ranjita Pandey: Department of Statistics, University of Delhi.
Statistics in Transition New Series, 2016, vol. 17, issue 2, 211-219
The present work explores panel data set-up in a Bayesian state space model. The conditional posterior densities of parameters are...
Keywords: Bayesian analysis; Gibbs sampler; conditional posterior densities; predictive distribution (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
https://www.exeley.com/exeley/journals/statistics_ ... attrans-2016-014.pdf (application/pdf)
Journal Article: Bayesian Inference For State Space Model With Panel Data (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:17:y:2016:i:2:p:211-219
Access Statistics for this article
More articles in Statistics in Transition New Series from Polish Statistical Association
Bibliographic data for series maintained by MPS Ltd. ().