To “ Robust Priors in Nonlinear Panel Data Models
نویسنده
چکیده
This supplementary appendix contains proofs of some results contained in the paper. Specifically, Section S1 provides proofs of Theorem 4 and its corollary, concerning the asymptotic distribution of flexible random effects estimators. Section S1 also proves Theorem 5, its corollary, and Theorem 6 concerning the bias and the asymptotic distribution of estimated marginal effects. Section S2 proves results stated in the paper for the autoregressive and logit models that we use as illustrations. It also contains results for a Poisson counts model as a further example. We keep the same notation as in the paper.
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Robust Priors in Nonlinear Panel Data Models Robust Priors in Nonlinear Panel Data Models
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