Nonparametric seemingly unrelated regression

DOI10.1016/S0304-4076(00)00018-XzbMATH Open0957.62033MaRDI QIDQ1586549FDOQ1586549

Authors: R. Smith 

Publication date: 2000

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

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zbMATH Keywords

Markov chain Monte Carlomultivariate regressionBayesian hierarchical SUR modelmultivariate subset selection

Mathematics Subject Classification ID

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

Cites Work

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• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
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• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Hybrid Adaptive Splines
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Cited In (31)

• Nonparametric relative recursive regression
• Efficient estimation of seemingly unrelated additive nonparametric regression models
• Efficient estimation for error component seemingly unrelated nonparametric regression models
• Statistical inference on seemingly unrelated varying coefficient partially linear models
• An algorithm to estimate time-varying parameter SURE models under different types of restriction
• Bayesian semiparametric seemingly unrelated regression
• Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach
• Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy
• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
• Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
• GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS
• Multivariate spatial regression models
• Two-stage estimation for seemingly unrelated nonparametric regression models
• Modeling the spatial variability in the spread and correlation of childhood malnutrition in Nigeria
• Local regression for vector responses
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
• A Bayesian regression model for multivariate functional data
• Seemingly unrelated regression tree
• A comparison of semiparametric and heterogeneous store sales models for optimal category pricing
• Sparse seemingly unrelated regression modelling: applications in finance and econometrics
• Bayesian Approaches to Shrinkage and Sparse Estimation
• Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis
• A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
• A novel perspective for parameter estimation of seemingly unrelated nonlinear regression
• Bayesian geoadditive seemingly unrelated regression
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances
• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
• Statistical inference on seemingly unrelated single-index regression models
• Nonparametric regression estimation with general parametric error covariance
• Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models

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