Bayesian variants of some classical semiparametric regression techniques

DOI10.1016/J.JECONOM.2003.12.008MaRDI QIDQ1886283zbMATH OpenOpenAlexFDO

Authors 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/, https://strathprints.strath.ac.uk/6912/1/strathprints006912.pdf

zbMATH Keywords

Additive nonparametric regression modelExtreme bounds analysisModel comparisonsPartial linear modelPrior elicitationSemiparametric probit

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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• Aspects of smoothing and model inadequacy in generalized regression
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• Fast computation of the deviance information criterion for latent variable models
• A variational Bayes approach to a semiparametric regression using Gaussian process priors
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• Bayesian wavelet estimation of partially linear models
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