Bayesian Estimation of Unknown Heteroscedastic Variances
Year of publication: |
2006-09
|
---|---|
Authors: | Chigira, Hiroaki ; Shiba, Tsunemasa |
Institutions: | Institute of Economic Research, Hitotsubashi University |
Subject: | Eicker-White HCCM | orthogonal regressors | conditional Bayesian | MCMC | stock return variance estimation |
-
Bayesian Estimation of Unknown Regression Error Heteroscedasticity
Chigira, Hiroaki, (2009)
-
Bayesian Estimation of Unknown Regression Error Heteroscedasticity
Chigira, Hiroaki, (2007)
-
The Bayesian approach to default risk: A guide
Jacobs, Michael, (2010)
- More ...
-
Bayesian Estimation of Unknown Regression Error Heteroscedasticity
Chigira, Hiroaki, (2009)
-
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity
Chigira, Hiroaki, (2012)
-
Bayesian Estimation of Unknown Regression Error Heteroscedasticity
Chigira, Hiroaki, (2007)
- More ...