Bayesian two-stage regression with parametric heteroscedasticity

DOI10.1016/S0731-9053(08)23010-0zbMATH Open1189.62046MaRDI QIDQ3572030FDOQ3572030

Jani Luoto, Arto Luoma

Publication date: 30 June 2010

Published in: Bayesian Econometrics (Search for Journal in Brave)

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Mathematics Subject Classification ID

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

Cited In (2)

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

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