We derive rates of contraction of posterior distributions on nonparametric models resulting from sieve priors. The aim …

regressors in nonparametric models, where mu* is regarded as fully unknown, presents di±cult theoretical and practical challenges …

; semi-nonparametric models are more flexible and robust, but lead to other complications such as introducing infinite … complicated semi-nonparametric models with (or without) endogeneity and latent heterogeneity. It can easily incorporate prior …, exclusion and nonnegativity. It can simultaneously estimate the parametric and nonparametric parts in semi-nonparametric models …