Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap

DOI10.1080/07474938.2011.553542zbMath1217.62035OpenAlexW1968208665MaRDI QIDQ3007556

Dale J. Poirier

Publication date: 16 June 2011

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://www.economics.uci.edu/files/docs/workingpapers/2008-09/poirier-05.pdf

zbMATH Keywords

semiparametricmultinomialDirichlet

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation, A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models, Bayesian regression with nonparametric heteroskedasticity

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