Browsing 14 Economics by Author "Cripps, E"

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Browsing 14 Economics by Author "Cripps, E"

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  • Gu, Yuanyuan; Fiebig, Denzil; Cripps, E; Kohn, Robert (Wiley-Blackwell Publishing Ltd., 2009)
    Bayesian analysis is given of a random effects binary probit model that allows for heteroscedasticity. Real and simulated examples illustrate the approach and show that ignoring heteroscedasticity when it exists may lead ...