Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors

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Cited In (8)

Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
Partially linear models with \(p\)-order autoregressive skew-normal errors
A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models
Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
Mixture-based extension of the AR model and its recursive Bayesian identification
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
Partially linear beta regression model with autoregressive errors

Uses Software

WinBUGS
R2WinBUGS
SemiPar

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