Bayesian analysis of a Tobit quantile regression model
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Publication:278500
DOI10.1016/j.jeconom.2005.10.002zbMath1360.62484OpenAlexW2074065710WikidataQ61719213 ScholiaQ61719213MaRDI QIDQ278500
Publication date: 2 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.10.002
Bayes factorquantile regressionBayesian inferenceMarkov chain Monte Carlo methodsasymmetric Laplace distributionTobit modelBayesian model comparison
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Uses Software
Cites Work
- Censored regression quantiles
- Bayes inference in the Tobit censored regression model
- An MCMC approach to classical estimation.
- Simple resampling methods for censored regression quantiles
- Markov chains for exploring posterior distributions. (With discussion)
- Marginal Likelihood from the Gibbs Output
- Bootstrapping Quantile Regression Estimators
- Bayesian Nonparametric Inference for Random Distributions and Related Functions
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- An Alternative Estimator for the Censored Quantile Regression Model
- Marginal Likelihood From the Metropolis–Hastings Output
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- Bayesian quantile regression
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