Bayesian robust inference of sample selection using selection-t models
暂无分享,去创建一个
[1] D. Rubin,et al. Parameter expansion to accelerate EM : The PX-EM algorithm , 1997 .
[2] Lung-fei Lee. Generalized Econometric Models with Selectivity , 1983 .
[3] Chuanhai Liu. Robit Regression: A Simple Robust Alternative to Logistic and Probit Regression , 2005 .
[4] Xiao-Li Meng,et al. The Art of Data Augmentation , 2001 .
[5] T. Mroz,et al. The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions , 1987 .
[6] S. Chib,et al. Bayesian analysis of binary and polychotomous response data , 1993 .
[7] W. Wong,et al. The calculation of posterior distributions by data augmentation , 1987 .
[8] Peter E. Rossi,et al. A Bayesian analysis of the multinomial probit model with fully identified parameters , 2000 .
[9] D. V. Dyk,et al. A Bayesian analysis of the multinomial probit model using marginal data augmentation , 2005 .
[10] Xiao-Li Meng,et al. Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage , 2000 .
[11] J. Powell,et al. Semiparametric estimation of censored selection models with a nonparametric selection mechanism , 1993 .
[12] Chuanhai Liu. Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data , 1999 .
[13] Yulia V. Marchenko,et al. A Heckman Selection-t Model , 2012 .
[14] Jun S. Liu,et al. Parameter Expansion for Data Augmentation , 1999 .
[15] Xiao-Li Meng,et al. Seeking efficient data augmentation schemes via conditional and marginal augmentation , 1999 .
[16] Tim Hesterberg,et al. Monte Carlo Strategies in Scientific Computing , 2002, Technometrics.
[17] R Core Team,et al. R: A language and environment for statistical computing. , 2014 .
[18] Maurizio Dapor. Monte Carlo Strategies , 2020, Transport of Energetic Electrons in Solids.
[19] Nicole A. Lazar,et al. Statistical Analysis With Missing Data , 2003, Technometrics.
[20] Jeffrey M. Woodbridge. Econometric Analysis of Cross Section and Panel Data , 2002 .
[21] Siddhartha Chib,et al. Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection , 2009 .
[22] J. Geweke,et al. Priors for Macroeconomic Time Series and Their Application , 1994, Econometric Theory.
[23] Dale J. Poirier,et al. Learning about the across-regime correlation in switching regression models , 1997 .
[24] Tx Station. Stata Statistical Software: Release 7. , 2001 .
[25] David Canning,et al. Correcting HIV Prevalence Estimates for Survey Nonparticipation Using Heckman-type Selection Models , 2011, Epidemiology.
[26] Jun S. Liu,et al. Monte Carlo strategies in scientific computing , 2001 .
[27] Pravin K. Trivedi,et al. Microeconometrics Using Stata: Revised Edition , 2010 .
[28] Arne Henningsen,et al. Sample Selection Models in R: Package sampleSelection , 2008 .
[29] Martijn van Hasselt. Bayesian inference in a sample selection model , 2011 .
[30] Whitney K. Newey,et al. Nonparametric Estimation of Sample Selection Models , 2003 .
[31] Li Kai,et al. Bayesian inference in a simultaneous equation model with limited dependent variables , 1998 .
[32] J. Heckman. Sample selection bias as a specification error , 1979 .