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Bayesian Linear Regression with Conditional Heteroskedasticity
Zhao, Yanyun
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Instituto Figuerola de Historia y Ciencias Sociales, …
-
2015
a logarithm factor for the conditional standard deviation based on a transformation of
hierarchical
Gaussian
spline
…
prior
and log-spline prior respectively …
Persistent link: https://www.econbiz.de/10011268615
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