Lancaster, Tony; Jun, Sung Jae - Centre for Microdata Methods and Practice (CEMMAP) - 2006
BAYESIAN QUANTILE REGRESSION
Tony Lancaster
Sung Jae Jun
THE INSTITUTE FOR FISCAL STUDIES
DEPARTMENT OF ECONOMICS … first author, Department of Economics, Brown University, Providence
RI 02912; Tony_Lancaster@brown.edu
1
Hansen(2004) of … applications of Bayesian
inference, Journal of Business and Economic Statistics, 2003, 21, 1, 12-18.
Chernozhukov, V. and C. Hansen …