Bayesian regression with nonparametric heteroskedasticity

Andriy Norets

doi:10.1016/j.jeconom.2014.12.006

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Bayesian regression with nonparametric heteroskedasticity

Andriy Norets

Year: 2015 Journal: Journal of Econometrics Vol: 185 (2)Pages: 409-419 Publisher: Elsevier BV

DOI: 10.1016/j.jeconom.2014.12.006

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Keywords:

Semiparametric regression Mathematics Bayesian linear regression Variance function Statistics Nonparametric regression Semiparametric model Econometrics Heteroscedasticity Regression analysis Bayesian probability Nonparametric statistics Bayesian inference

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Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian regression with nonparametric heteroskedasticity

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