Empirical Bayesian inference in a nonparametric regression model

G.M. Koop, D. Poirier, Andrew Harvey (Editor), Siem Jan Koopman (Editor), Neil Shephard (Editor)

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Describes procedures for Bayesian estimation and testing in cross-sectional, panel data and nonparametric regression models. Non-parametric regression is a type of regression analysis in which the functional form of the relationship between the response variable and the associated predictor variables does not to be specified in order to fit a model to a set of data.
Original languageEnglish
Title of host publicationState Space Models and Unobserved Components
PublisherCambridge University Press
Pages152-171
Number of pages19
ISBN (Print)052183595X
DOIs
Publication statusPublished - 2005

Keywords

  • bayesian econometrics
  • semiparametric regression
  • non-parametric regression models

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