Bayesian Panel Data Model with Constraints

2nd International Scientific Conference (Pure Sciences, Brilliant Creativity and Renewed Building)

Mohaisen, Ameera Jaber^1 ; Abdulsamad, Saja Yaseen^1

Mathematics Department, College of Education for Pure Science, AL-Basrah University, Iraq^1

关键词: Bayesian estimations;    Constrained maximum likelihood estimators;    Panel data models;    Posterior distributions;    Prior distribution;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/571/1/012023/pdf
DOI  :  10.1088/1757-899X/571/1/012023

来源: IOP

【 摘 要 】

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.