Smoothly mixing regressions (Q277172)

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Language	Label	Description	Also known as
English	Smoothly mixing regressions	scientific article

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scholarly article

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Smoothly mixing regressions (English)

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Journal of Econometrics

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publication date

4 May 2016

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Michael P. Keane

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2006.05.022

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Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

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Consumer Demand Functions under Conditions of Almost Additive Preferences

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ARCH modeling in finance. A review of the theory and empirical evidence

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Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression

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Computational and Inferential Difficulties with Mixture Posterior Distributions

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Calculating posterior distributions and modal estimates in Markov mixture models

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An ANOVA Model for Dependent Random Measures

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Bayesian Density Estimation and Inference Using Mixtures

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Efficient estimation of conditional variance functions in stochastic regression

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A Bayesian analysis of some nonparametric problems

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Prior distributions on spaces of probability measures

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Getting It Right

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Contemporary Bayesian Econometrics and Statistics

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An empirical analysis of earnings dynamics among men in the PSID: 1968--1989

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BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES

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Computing Dirichlet Tessellations in the Plane

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Semiparametric Bayesian inference for stochastic frontier models

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Order-Based Dependent Dirichlet Processes

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Local polynomial estimators of the volatility function in nonparametric autoregression

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Semiparametric Bayesian Inference in Autoregressive Panel Data Models

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Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

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Regression Quantiles

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Bayesian variants of some classical semiparametric regression techniques

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Using mixture models to detect sex bias in health outcomes in Bangladesh

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Nonparametric Bayesian data analysis

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Bayesian curve fitting using multivariate normal mixtures

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Bayesian semiparametric estimation of proportional hazards models

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Smoothness Priors and Nonlinear Regression

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Nonparametric regression using Bayesian variable selection

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Local Linear Quantile Regression

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2006.05.022

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:277172

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