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 estimation of mixed count regression models

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