Article ID Journal Published Year Pages File Type
5061780 Economics Letters 2008 4 Pages PDF
Abstract

This paper develops semiparametric Bayesian estimation approach for Poisson regression models with unobserved heterogeneity of unknown density. This approach is computationally efficient and allows automatic adaptation of the approximating density to data during estimation. Simulations show the estimator performs well.

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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Semiparametric Bayesian estimation of mixed count regression models
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