A note on a posterior approximation in a heteroscedastic model

DOI10.1016/0165-1765(85)90030-8MaRDI QIDQ373816zbMATH OpenOpenAlexFDO

Authors K. Surekha, William Griffiths

Publication date 25 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(85)90030-8

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic Expansions Associated with Posterior Distributions
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)

Cited in

(2)

• Approximation of Bayesian posterior densities in the heteroskedastic error regression model
• POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL

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