Nonparametric seemingly unrelated regression

Michael S. Smith; Robert Kohn

doi:10.1016/s0304-4076(00)00018-x

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Nonparametric seemingly unrelated regression

Michael S. Smith Robert Kohn

Year: 2000 Journal: Journal of Econometrics Vol: 98 (2)Pages: 257-281 Publisher: Elsevier BV

DOI: 10.1016/s0304-4076(00)00018-x

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Keywords:

Nonparametric regression Mathematics Nonparametric statistics Statistics Regression analysis Markov chain Monte Carlo Bayesian multivariate linear regression Multivariate statistics Regression Econometrics Bayesian probability

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Gaussian Processes and Bayesian Inference

Physical Sciences → Computer Science → Artificial Intelligence

Nonparametric seemingly unrelated regression

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