Bayesian analysis of quantile regression for censored dynamic panel data

Genya Kobayashi and Hideo Kozumi ()

Computational Statistics, 2012, vol. 27, issue 2, 359-380

Keywords: Asymmetric Laplace distribution; Bayesian quantile regression; Censored dynamic panel; Gibbs sampler; Marginal likelihood; Monte Carlo EM algorithm (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00180-011-0263-3 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:27:y:2012:i:2:p:359-380

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/180/PS2

DOI: 10.1007/s00180-011-0263-3

Access Statistics for this article

Computational Statistics is currently edited by Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

More articles in Computational Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().