Bayesian variants of some classical semiparametric regression techniques

DOI10.1016/j.jeconom.2003.12.008zbMath1085.62031MaRDI QIDQ1886283

Gary Koop, Dale J. Poirier

Publication date: 18 November 2004

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/6912/

zbMATH Keywords

Prior elicitation; Additive nonparametric regression model; Extreme bounds analysis; Model comparisons; Partial linear model; Semiparametric probit

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62F15: Bayesian inference

62J02: General nonlinear regression

Related Items

Bayesian wavelet estimation of partially linear models, Semiparametric Bayesian inference for stochastic frontier models, A note on Bayes factor consistency in partial linear models, Semiparametric Bayesian estimation of mixed count regression models, A Partially Linear Model Using a Gaussian Process Prior

Cites Work

• A consistent test of functional form via nonparametric estimation techniques
• Bandwidth choice for nonparametric regression
• Bounding posterior means by model criticism
• On the use of panel data in stochastic frontier models with improper priors
• Semiparametric methods in econometrics
• Practical nonparametric and semiparametric Bayesian statistics
• Global Sensitivity Results for Generalized Least Squares Estimates
• Sets of Posterior Means with Bounded Variance Priors
• A Distributed Lag Estimator Derived from Smoothness Priors
• Bayes Factors
• Consistent Specification Testing Via Nonparametric Series Regression
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item