Regression modelEconometrics / time series
贝叶斯动态面板数据模型
贝叶斯动态面板数据模型扩展了标准的动态面板模型——这些模型包含滞后因变量以捕捉状态依赖性——通过在贝叶斯框架内估计所有参数。先验分布与似然函数结合，产生模型参数的完整后验分布，即使在短面板中也能实现概率推断和一致的量化不确定性。
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Method map
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来源
- 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 ↗
如何引用本页
ScholarGate. (2026, June 3). Bayesian Dynamic Panel Data Model. ScholarGate. https://scholargate.app/zh/econometrics/bayesian-dynamic-panel-data-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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- 面板固定效应模型计量经济学↔ compare