Semiparametric Bayesian inference in smooth coefficient models

DOI10.1016/j.jeconom.2005.06.027zbMath1418.62492OpenAlexW1987446263MaRDI QIDQ278057

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

semiparametric regressionBayesian econometricssmooth coefficient models

Mathematics Subject Classification ID

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

Related Items (2)

Semiparametric Bayesian estimation of mixed count regression models ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses

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