Robust Bayesian inference in STAR models with neighbourhood effects

DOI10.1016/J.JSPI.2010.04.005zbMath1203.62154OpenAlexW2078246055MaRDI QIDQ988938

Manuel Salvador, Asunción Beamonte, Pilar Gargallo

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.005

zbMATH Keywords

robustnessimportance samplingBayesian inferenceMCMCSTARhedonic modelsneighbourhood effectsreal estate marketrolling validation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Microeconomic theory (price theory and economic markets) (91B24) Sequential statistical analysis (62L10)

Related Items (1)

Robust Bayesian inference in STAR models with neighbourhood effects

Cites Work

• Robust Bayesian inference in STAR models with neighbourhood effects
• Predicting random fields with increasing dense observations
• Variable selection in STAR models with neighbourhood effects using genetic algorithms
• Bayesian Analysis of Regression Error Terms
• Sequential Imputations and Bayesian Missing Data Problems
• Bayesian inference in STAR models using neighbourhood effects
• A one-pass sequential Monte Carlo method for Bayesian analysis of massive datasets

This page was built for publication: Robust Bayesian inference in STAR models with neighbourhood effects