Robust Bayesian inference in STAR models with neighbourhood effects
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Publication:988938
DOI10.1016/j.jspi.2010.04.005zbMath1203.62154MaRDI QIDQ988938
Manuel Salvador, Asunción Beamonte, Pilar Gargallo
Publication date: 19 August 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.005
robustness; importance sampling; Bayesian inference; MCMC; STAR; hedonic models; neighbourhood effects; real estate market; rolling validation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
91B24: Microeconomic theory (price theory and economic markets)
62L10: Sequential statistical analysis
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Cites Work
- Robust Bayesian inference in STAR models with neighbourhood effects
- Predicting random fields with increasing dense observations
- Variable selection in STAR models with neighbourhood effects using genetic algorithms
- Bayesian Analysis of Regression Error Terms
- Sequential Imputations and Bayesian Missing Data Problems
- Bayesian inference in STAR models using neighbourhood effects
- A one-pass sequential Monte Carlo method for Bayesian analysis of massive datasets