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Econometric Reviews Volume 30, 2011 - Issue 4
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Original Articles

Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap

Dale J. Poirier Department of Economics, University of California, Irvine, California, USACorrespondence[email protected]
Pages 457-468 | Published online: 01 Apr 2011

Citations (9)

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Matt Taddy, Matt Gardner, Liyun Chen & David Draper. (2016) A Nonparametric Bayesian Analysis of Heterogenous Treatment Effects in Digital Experimentation. Journal of Business & Economic Statistics 34:4, pages 661-672.
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Articles from other publishers (8)

Josue E. Rodriguez & Donald R. Williams. (2022) Bayesian Bootstrapped Correlation Coefficients. The Quantitative Methods for Psychology 18:1, pages 39-54.
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Hedibert Freitas Lopes, Matthew Taddy & Matthew Gardner. 2019. Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B. Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B 141 156 .
George Karabatsos. (2016) A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation. International Journal of Approximate Reasoning 78, pages 210-222.
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Andriy Norets. (2015) Bayesian regression with nonparametric heteroskedasticity. Journal of Econometrics 185:2, pages 409-419.
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Giuseppe Ragusa. 2014. Bayesian Inference in the Social Sciences. Bayesian Inference in the Social Sciences 265 290 .
James G. MacKinnon. 2013. Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis. Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis 437 461 .
Eric S. Lin & Ta-Sheng Chou. (2012) A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models. Economics Letters 116:3, pages 494-497.
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Philippe Goulet Coulombe. (2020) The Macroeconomy as a Random Forest. SSRN Electronic Journal.
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