Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression

DOI10.1002/ASMB.2149MaRDI QIDQ4620144zbMATH OpenOpenAlexFDO

Authors Yuandi Wang, Deqing Wang, Xiangling Liu, Xin Yu Wang

Publication date 8 February 2019

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.2149

zbMATH Keywords

Bayesian inferenceprice-volume relationshipchange point panel quantile regressionposterior Bayesian factor

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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(1)

• Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms

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