Bayesian computation for parametric models of heteroscedasticity in the linear model

Advances in Econometrics

Boscardin WJ and Gelman A. Bayesian computation for parametric models of heteroscedasticity in the linear model. Advances in Econometrics. 1996; 11(A):87-109.

1996
https://researcherprofiles.org/profile/80606329

Boscardin WJ and Gelman A