Title

A note on a posterior approximation in a heteroscedastic model

Document Type

Article

Publication Date

1-1-1985

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. © 1985.

Publication Title

Economics Letters

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