A note on a posterior approximation in a heteroscedastic model

K Surekha; WE Griffiths

Journal article

A note on a posterior approximation in a heteroscedastic model

K Surekha, WE Griffiths

Economics Letters | ELSEVIER SCIENCE SA | Published : 1985

DOI: 10.1016/0165-1765(85)90030-8

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.

University of Melbourne Researchers

Bill Griffiths Author

Keywords