Shrinkage in a Bayesian Panel Data Model with Time-Varying Coefficients

Activity: Talk or presentation › Contributed talk › science-to-science

Description

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.
Period18 Jul 2024
Event titleInternational Workshop on Statistical Modelling (IWSM) 2024
Event typeConference
LocationUnited KingdomShow on map

Fields of science

  • 102009 Computer simulation
  • 101018 Statistics
  • 502025 Econometrics

Documents & Links

Related content