Bayesian quantile regression
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References listed on IDEAS
- Chamberlain, Gary & Imbens, Guido W, 2003.
"Nonparametric Applications of Bayesian Inference,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 12-18, January.
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- Susanne M. Schennach, 2005. "Bayesian exponentially tilted empirical likelihood," Biometrika, Biometrika Trust, vol. 92(1), pages 31-46, March.
Citations
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Cited by:
- Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
- Gareth W. Peters, 2018. "General Quantile Time Series Regressions for Applications in Population Demographics," Risks, MDPI, vol. 6(3), pages 1-47, September.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2006-04-22 (Econometrics)
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