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Spatial autoregressive models with unknown heteroskedasticity : a comparison of Bayesian and robust GMM approach
Doğan, Osman; Taşpınar, Süleyman - In: Regional science & urban economics 45 (2014), pp. 1-21
Persistent link: https://www.econbiz.de/10010474903
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Spatial Autoregressive Models with Unknown Heteroskedasticity : A Comparison of Bayesian and Robust GMM Approach
Dogan, Osman; Taspinar, Suleyman - 2014
Most of the estimators suggested for the estimation of spatial autoregressive models are generally inconsistent in the presence of an unknown form of heteroskedasticity in the disturbance term. The estimators formulated from the generalized method of moments (GMM) and the Bayesian Markov Chain...
Persistent link: https://www.econbiz.de/10014145970
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Simulation-based robust and adaptive optimization method for heteroscedastic transportation problems
Gu, Ziyuan; Li, Yifan; Saberi, Meead; Liu, Zhiyuan - In: Transportation science 58 (2024) 4, pp. 860-875
Persistent link: https://www.econbiz.de/10014636747
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Bayesian Causal Effects in Quantiles : Accounting for Heteroscedasticity
Chen, Cathy W. S. - 2009
application settings are clearly affected by heteroscedasticity, as well as the exogenous and endogenous variables under … relations, simultaneously estimating and accounting for heteroscedasticity. Dynamic quantile linkages for the international …
Persistent link: https://www.econbiz.de/10013159377
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Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
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Bayesian regression with heteroscedastic error density and parametric mean function
Pelenis, Justinas - In: Journal of econometrics 178 (2014) 1, pp. 624-638
Persistent link: https://www.econbiz.de/10010257372
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Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models
Dette, Holger; Song, Dale; Wong, Weng Kee - 2001
Persistent link: https://www.econbiz.de/10009777471
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Bayesian estimation of unknown heteroscedastic variances
Chigira, Hiroaki (contributor); Shiba, Tsunemasa (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370963
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003854487
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Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan; Fiebig, Denzil G.; Cripps, Edward; Kohn, … - In: The econometrics journal 12 (2009) 2, pp. 324-339
Persistent link: https://www.econbiz.de/10003875768