A note on a posterior approximation in a heteroscedastic model
Document Type
Article
Publication Date
1985
Department
College of Business
Abstract
This paper develops a method of obtaining approximate marginal posteriors for all parameters of interest for a heteroscedastic model. This method improves upon Box and Hill's (1974) method in suggesting a pure Bayesian estimator for a regression coefficient.
Publication Title
Economics Letters
Recommended Citation
Surekha, K.,
&
Griffiths, W.
(1985).
A note on a posterior approximation in a heteroscedastic model.
Economics Letters,
19(3), 249-252.
http://doi.org/10.1016/0165-1765(85)90030-8
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/5590
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