This dissertation comprises three chapters that expand upon Bayesian econometrics and game theory. Chapter 1 integrates heteroskedasticity into various models including …
I JELIAZKOV, A VOSSMEYER - 2020 - angelavossmeyer.com
The likelihood function of simultaneous equation models for discrete data is derived as the invariant distribution of a suitably defined Markov chain. The formulation dispenses with …
Generalized Linear Models (GLMs) are an important class of models that provide a unifying framework for the analysis and estimation of several types response variables, including …
F Donat, G Marra - arXiv preprint arXiv:1508.01302, 2015 - arxiv.org
A conceptual framework for the analysis of dichotomous and ordinal polychotomous responses within a penalized multivariate Generalized Linear Model is introduced. The …