Bayesian analysis of a Tobit quantile regression model

Journal of Econometrics

Volumn 137, Issue 1, 2007, Pages 260-276

  Yu, Keming ^a   Stander, Julian ^b  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF PLYMOUTH   (United Kingdom)

Author keywords

Asymmetric Laplace distribution; Bayes factor; Bayesian inference; Bayesian model comparison; Markov chain Monte Carlo methods; Quantile regression; Tobit model

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; VECTOR QUANTIZATION;

ASYMMETRIC LAPLACE DISTRIBUTION; BAYES FACTORS; BAYESIAN INFERENCE; BAYESIAN MODEL COMPARISON; MARKOV CHAIN MONTE CARLO METHODS; QUANTILE REGRESSION; TOBIT MODEL;

REGRESSION ANALYSIS;

EID: 33846530014     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.10.002     Document Type: Article

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