Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
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Publication:3007556
DOI10.1080/07474938.2011.553542zbMath1217.62035OpenAlexW1968208665MaRDI QIDQ3007556
Publication date: 16 June 2011
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://www.economics.uci.edu/files/docs/workingpapers/2008-09/poirier-05.pdf
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40)
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