Bayesian modeling of joint and conditional distributions

Journal of Econometrics

Volumn 168, Issue 2, 2012, Pages 332-346

  Norets, Andriy ^a,b   Pelenis, Justinas ^a,b  

^a PRINCETON UNIVERSITY   (United States)

^b INSTITUTE FOR ADVANCED STUDIES   (Austria)

Author keywords

Bayesian conditional density estimation; Consistency; Heteroscedasticity and non linearity robust inference; Mixture of normal distributions

Indexed keywords

BAYESIAN ALTERNATIVES; BAYESIAN APPROACHES; BAYESIAN METHODS; BAYESIAN MODELING; CONDITIONAL DENSITY; CONDITIONAL DISTRIBUTION; CONSISTENCY; CONSISTENT ESTIMATORS; DISCRETE VARIABLES; ESTIMATION PROCEDURES; FINITE MIXTURES; FLEXIBLE MODEL; INDEPENDENT VARIABLES; JOINT DISTRIBUTIONS; KERNEL REGRESSION; KULLBACK-LEIBLER; LATENT VARIABLE; MULTIVARIATE NORMAL; NON-LINEARITY; NON-PARAMETRIC; NON-PARAMETRIC MODEL; PREDICTIVE DENSITY; ROBUST REGRESSIONS;

BAYESIAN NETWORKS; NORMAL DISTRIBUTION; REGRESSION ANALYSIS;

ESTIMATION;

EID: 84860583961     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.02.001     Document Type: Article

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