New Bayesian Lasso in Tobit Quantile Regression
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References listed on IDEAS
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More about this item
Keywords
New Bayesian lasso; MCMC; Tobit Quantile Regression; scale mixture uniform ; variable selection;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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