Bayesian local influence analysis: With an application to stochastic frontiers
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DOI: 10.1016/j.econlet.2018.02.005
Abstract: A Bayesian alternative to Zhuo (2018) is presented. The method is of general interest as it presents an explicit formula for the local sensitivity of log marginal likelihood when observations vary by a small amount.… read more here.
Keywords: application stochastic; stochastic frontiers; analysis application; influence analysis ... See more keywords