20-061/III - Bayesian heterogeneous variable selection in (non)linear panel data models

• Authors
  Anoek Castelein, Erasmus University Rotterdam; Stan Koobs, Erasmus University Rotterdam; Dennis Fok, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam
• Publication date
  September 22, 2020

• Keywords
  Attribute non-attendance; Bayesian variable selection; Dirichlet process; Panel data; Unobserved heterogeneity
• JEL
  C11, C23, C25