neighbayes.models.priors.PanelDynamicBasePriors¶

class neighbayes.models.priors.PanelDynamicBasePriors(beta_mu=None, beta_sigma=None, sigma2_alpha=2.0, sigma2_beta=None, sigma_sigma=10.0, nu=4.0, phi_lower=-0.95, phi_upper=0.95)[source]¶

Priors shared by every dynamic panel model.

Adds bounds on the AR(1) coefficient phi on the lagged dependent variable and tightens spatial-parameter bounds to [-0.95, 0.95].

__init__(beta_mu=None, beta_sigma=None, sigma2_alpha=2.0, sigma2_beta=None, sigma_sigma=10.0, nu=4.0, phi_lower=-0.95, phi_upper=0.95)[source]¶

Methods

`__init__`([beta_mu, beta_sigma, ...])

Attributes