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Bayesian Dynamic Panel Data Model/Evidence
Method evidence record

Bayesian Dynamic Panel Data Model

The Bayesian dynamic panel data model extends standard dynamic panel models — which include a lagged dependent variable to capture state dependence — by estimating all parameters within a Bayesian framework. Prior distributions are combined with the likelihood to yield a full posterior distribution over model parameters, enabling probabilistic inference and coherent uncertainty quantification even in short panels.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Bayesian Dynamic Panel Data Model
Taxonomic method record · regression-model / econometrics
  • Hsiao, C., Pesaran, M. H., & Tahmiscioglu, A. K. (2002). Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods. Journal of Econometrics, 109(1), 107–150. · DOI 10.1016/S0304-4076(01)00143-9
  • Arellano, M., & Bonhomme, S. (2007). Robust priors in nonlinear panel data models. Econometrica, 77(2), 489–536. · DOI 10.1920/wp.cem.2007.0707
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketArellano-Bond GMM estimatormachine-suggested · Relational suggestion, not evidence.Taxonomic bucketBayesian Panel Data Analysismachine-suggested · Relational suggestion, not evidence.Taxonomic bucketBayesian Random Effects Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketBayesian VAR modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketDynamic Panel Data Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Fixed Effects Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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