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BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA

Ranjita Pandey () and Anoop Chaturvedi ()
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Ranjita Pandey: Department of Statistics, University of Delhi.

Statistics in Transition New Series, 2016, vol. 17, issue 2, 211-219

Abstract: 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)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:17:y:2016:i:2:p:211-219

DOI: 10.21307/stattrans-2016-014

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