Anoop Chaturvedi

University of Allahabad

Department of Economics

University of Allahabad

Allahabad, PA 211002

India

SCHOLARLY PAPERS

3

DOWNLOADS

33

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

Robust Linear Static Panel Data Models Using Ε-Contamination

IZA Discussion Paper No. 8661
Number of pages: 75 Posted: 06 Dec 2014
Syracuse University - Maxwell School of Citizenship and Public Affairs, ERMES (CNRS), Université Panthéon-Assas Paris II, University of Allahabad and Université Laval - Département d'Économique
Downloads 18 (595,821)
Citation 2

Abstract:

Loading...

hyper g-priors, type-II maximum likelihood posterior density, panel data, robust Bayesian estimator, three-stage hierarchy

Robust Linear Static Panel Data Models Using Ε-Contamination

CRREP working paper serie 2017-06
Number of pages: 36 Posted: 22 May 2018
Syracuse University - Maxwell School of Citizenship and Public Affairs, ERMES (CNRS), Université Panthéon-Assas Paris II, University of Allahabad and Université Laval - Département d'Économique
Downloads 8 (669,806)

Abstract:

Loading...

ε-contamination, hyper g-priors, type-II maximum likelihood posterior density, panel data, robust Bayesian estimator, three-stage hierarchy

2.

Generalized Bayes Estimation for a SAR Model with Linear Restrictions Binding the Coefficients

Number of pages: 22 Posted: 01 Jul 2019
Sandeep and Anoop Chaturvedi
affiliation not provided to SSRN and University of Allahabad
Downloads 5 (663,774)

Abstract:

Loading...

spatial autoregressive (SAR) model, generalized Bayes estimator, restricted least squares estimator, Stein rule estimator, minimaxity

3.

Robust Dynamic Panel Data Models Using E-Contamination

IZA Discussion Paper No. 13214
Number of pages: 55 Posted: 14 May 2020
Syracuse University - Maxwell School of Citizenship and Public Affairs, ERMES (CNRS), Université Panthéon-Assas Paris II, University of Allahabad and Université Laval - Département d'Économique
Downloads 2 (688,868)

Abstract:

Loading...

robust Bayesian estimator, g-priors, type-II maximum likelihood posterior density, e-contamination, panel data, dynamic model, two-stage hierarchy