BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA

Ranjita Pandey (ranjitapandey111@gmail.com) and Anoop Chaturvedi (anoopchaturv@gmail.com)
Additional contact information
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
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.exeley.com/exeley/journals/statistics_ ... attrans-2016-014.pdf (application/pdf)
https://www.exeley.com/statistics_in_transition/doi/10.21307/stattrans-2016-014 (text/html)

Related works:
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) HTML/Text

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

DOI: 10.21307/stattrans-2016-014

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. (scholarstor@mpslimited.com).