Semiparametric Bayesian inference in smooth coefficient models

DOI10.1016/J.JECONOM.2005.06.027MaRDI QIDQ278057zbMATH OpenOpenAlexFDO

Authors Justin L. Tobias, Gary Koop

Publication date 2 May 2016

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

Full work available at URL https://strathprints.strath.ac.uk/3925/

zbMATH Keywords

Bayesian econometricssemiparametric regressionsmooth coefficient models

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(4)

• Gradient estimation of the local-constant semiparametric smooth coefficient model
• Smooth coefficient models with endogenous environmental variables
• A Bayesian multivariate partially linear single-index probit model for ordinal responses
• Semiparametric Bayesian estimation of mixed count regression models

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