Bayesian Panel Data Model with Constraints

In this paper, we consider a set of linear constraints on the coefficients of the random panel data model. Furthermore, Bayesian approach based on Markov Chain Monte Carlo (MCMC) is employed to making inferences on the model coefficients subject to this constraints.

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Published inIOP conference series. Materials Science and Engineering Vol. 571; no. 1; pp. 12023 - 12029
Main Authors Mohaisen, Ameera Jaber, Abdulsamad, Saja Yaseen
Format Journal Article
LanguageEnglish
Published Bristol IOP Publishing 01.07.2019
Subjects
Bayesian analysis
Bayesian estimation
constrained maximum likelihood estimator
Constraint modelling
Data models
Longitudinal studies
Markov chains
Maximum Likelihood Method
Panel Data Model
Posterior distribution
Prior distribution
Online AccessGet full text
ISSN1757-8981
1757-899X
DOI10.1088/1757-899X/571/1/012023

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Abstract In this paper, we consider a set of linear constraints on the coefficients of the random panel data model. Furthermore, Bayesian approach based on Markov Chain Monte Carlo (MCMC) is employed to making inferences on the model coefficients subject to this constraints.
AbstractList In this paper, we consider a set of linear constraints on the coefficients of the random panel data model. Furthermore, Bayesian approach based on Markov Chain Monte Carlo (MCMC) is employed to making inferences on the model coefficients subject to this constraints.
Author Mohaisen, Ameera Jaber
Abdulsamad, Saja Yaseen
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Cites_doi 10.21034/wp.552
10.3390/econometrics
ContentType Journal Article
Copyright Published under licence by IOP Publishing Ltd
2019. This work is published under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
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StartPage 12023
SubjectTerms Bayesian analysis
Bayesian estimation
constrained maximum likelihood estimator
Constraint modelling
Data models
Longitudinal studies
Markov chains
Maximum Likelihood Method
Panel Data Model
Posterior distribution
Prior distribution
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