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20-061/III - Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach


  • Authors
    Anoek Castelein, Erasmus University Rotterdam; Dennis Fok, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam
  • Publication date
    September 22, 2020
  • Keywords
    Individualized variable selection, Dirichlet process, Stochastic search, Heterogeneity, Attribute non-attendance, Feature selection, Bayesian
  • JEL
    C23, C11