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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2009
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Rev.
Persistent link: https://www.econbiz.de/10003854487
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003556366
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3
Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2015
Persistent link: https://www.econbiz.de/10011804434
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Lag augmentation in regression models with possibly integrated regressors
Yamamoto, Taku
;
Kurozumi, Eiji
- In:
Hitotsubashi journal of economics
46
(
2005
)
2
,
pp. 159-175
Persistent link: https://www.econbiz.de/10003292655
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