Bayesian regression with heteroscedastic error density and parametric mean function

Journal of Econometrics

Volumn 178, Issue PART 3, 2014, Pages 624-638

  Pelenis, Justinas ^a  

^a INSTITUTE FOR ADVANCED STUDIES   (Austria)

Author keywords

Bayesian conditional density estimation; Bayesian semi parametrics; Heteroscedastic linear regression

Indexed keywords

BAYESIAN NETWORKS; LINEAR REGRESSION;

BAYESIAN; BAYESIAN CONDITIONAL DENSITY ESTIMATIONS; BAYESIAN ESTIMATION METHODS; BAYESIAN ESTIMATIONS; HETEROSCEDASTIC; REGRESSION COEFFICIENT; REGRESSION PARAMETERS; SEMIPARAMETRIC MODELS;

ERRORS;

EID: 84889083635     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2013.10.006     Document Type: Article

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