Roman Pfeiler, Helga Wagner,
"Shrinkage in a Bayesian Panel Data Model with Time-Varying Coefficients"
, in Jochen Einbeck, Hyeyoung Maeng, Emmanuel Ogundimu, Konstantinos Perrakis: Developments in Statistical Modelling , Springer, Cham, Schweiz, Seite(n) 109-115, 2024
Original Titel:
Shrinkage in a Bayesian Panel Data Model with Time-Varying Coefficients
Sprache des Titels:
Englisch
Original Buchtitel:
Developments in Statistical Modelling
Original Kurzfassung:
We consider regression models for panel data, where regression effects and within subject dependence are allowed to vary over time. We adopt a Bayesian approach with priors that allow shrinkage to constant and zero effects as well as to simpler dependence structures. The model is evaluated in a simulation study and applied to the analysis of yearly earnings of mothers in Austria who returned to the labour market after maternity leave.
Forschungs-