Bayesian causal effects in quantiles: accounting for heteroscedasticity

DOI10.1016/j.csda.2008.12.014zbMath1453.62065OpenAlexW2038693653MaRDI QIDQ961391

Cathy W. S. Chen, D. C. M. Wei, Richard H. Gerlach

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.12.014

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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