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Bayesian analysis of quantile regression for censored dynamic panel data

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  • Genya Kobayashi
  • Hideo Kozumi

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    File URL: http://hdl.handle.net/10.1007/s00180-011-0263-3
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    Bibliographic Info

    Article provided by Springer in its journal Computational Statistics.

    Volume (Year): 27 (2012)
    Issue (Month): 2 (June)
    Pages: 359-380

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    Handle: RePEc:spr:compst:v:27:y:2012:i:2:p:359-380

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    Related research

    Keywords: Asymmetric Laplace distribution; Bayesian quantile regression; Censored dynamic panel; Gibbs sampler; Marginal likelihood; Monte Carlo EM algorithm;

    References

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    Cited by:
    1. Yves S. Schüler, 2014. "Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach," Working Paper Series of the Department of Economics, University of Konstanz 2014-02, Department of Economics, University of Konstanz.

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