Nonparametric seemingly unrelated regression

DOI10.1016/S0304-4076(00)00018-XzbMath0957.62033MaRDI QIDQ1586549

R. Smith

Publication date: 2000

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

zbMATH Keywords

Markov chain Monte Carlomultivariate regressionBayesian hierarchical SUR modelmultivariate subset selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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