Additive Nonparametric Regression with Autocorrelated Errors.

A Bayesian approach is presented for nonparametric estimation of an additive regression model with autocorrelated errors.

Year of publication:	1996
Authors:	Smith, M. ; Wong, C.M. ; Kohn, R.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	REGRESSION ANALYSIS \| ECONOMIC MODELS

Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 19/96 30 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005149033