Bayesian causal effects in quantiles: Accounting for heteroscedasticity

Author:

Chen Cathy W.S.,Gerlach Richard,Wei D.C.M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference31 articles.

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4. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986

5. Changes in the US wage structure 1963–1987: An application of quantile regression;Buchinsky;Econometrica,1994

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