Open AccessDensity Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Author(s) -
Laura Liu
Publication year - 2018
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2018.036
Subject(s) - heteroscedasticity , econometrics , pooling , bayesian probability , monte carlo method , consistency (knowledge bases) , nonparametric statistics , mathematics , panel data , distribution (mathematics) , computer science , statistics , geometry , artificial intelligence , mathematical analysis