Bayesian variable selection of spatial panel autoregressive quantile model

DOI10.1080/03610918.2025.2509115MaRDI QIDQ7390863zbMATH OpenFDO

Authors Zhuoxi Yu, Haiyun Liu

Publication date 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2025.2509115

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Bayesian adaptive Lasso quantile regression
• Bayesian analysis of quantile regression for censored dynamic panel data
• Bayesian bridge quantile regression
• Bayesian Measures of Model Complexity and Fit
• Bayesian quantile regression based on the empirical likelihood with spike and slab priors
• Bayesian regularized quantile regression
• Bayesian Variable Selection in Linear Regression
• Brq: an R package for Bayesian quantile regression
• Instrumental quantile regression inference for structural and treatment effect models
• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression
• Panel data models with spatially correlated error components
• Penalized quantile regression for spatial panel data with fixed effects
• Quantile regression for partially linear varying coefficient spatial autoregressive models
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• The spike-and-slab LASSO
• Variable selection in quantile regression via Gibbs sampling

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