Bayesian two-stage regression with parametric heteroscedasticity

DOI10.1016/S0731-9053(08)23010-0MaRDI QIDQ3572030zbMATH OpenFDO

Authors Arto Luoma, Jani Luoto

Publication date 30 June 2010

Published in Bayesian Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0731-9053(08)23010-0

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cited in

(2)

• Two-Stage Bayesian Model Averaging in Endogenous Variable Models
• Bayes estimation of two-phase linear regression model

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