Jian-ming Wei

Graduate Institute of Statistics & Actuarial Science, Feng Chia University

100 Wen Hwa Road

Taichung, 407

Taiwan

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Scholarly Papers (1)

1.

Bayesian Causal Effects in Quantiles: Accounting for Heteroscedasticity

Number of pages: 21 Posted: 29 May 2009
Feng Chia University - Department of Statistics, University of Sydney and Graduate Institute of Statistics & Actuarial Science, Feng Chia University
Downloads 110 (377,842)
Citation 6

Abstract:

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Bayesian, Granger non-causality in quantiles, Skewed-Laplace distribution, GARCH, Markov chain Monte Carlo