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A Bayesian approach to additive semiparametric regression
Wong, Chi-ming - In: Journal of econometrics 74 (1996) 2, pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
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A Bayesian approach to additive semiparametric regression
Wong, Chi-ming; Kohn, Robert - In: Journal of econometrics 74 (1996) 2, pp. 209-236
Persistent link: https://www.econbiz.de/10006796250
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Local and global identification and strong consistency in time series models
Kohn, R. - In: Journal of econometrics 8 (1978) 3, pp. 269-293
Persistent link: https://www.econbiz.de/10002247441
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Nonparametric seemingly unrelated regression
Smith, Michael S.; Kohn, Robert - In: Journal of econometrics 98 (2000) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10001497782
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Nonparametric regression using Bayesian variable selection
Smith, Michael S. - In: Journal of econometrics 75 (1996) 2, pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
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Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen - In: Journal of econometrics 74 (1996) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S. - In: Journal of econometrics 76 (1997) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
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Testing for linearity in a semiparametric regression model
Shively, Thomas S. - In: Journal of econometrics 64 (1994) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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Regression density estimation using smooth adaptive Gaussian mixtures
Villani, Mattias; Kohn, Robert; Giordani, Paolo - In: Journal of econometrics 153 (2009) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10003920289
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On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.; Santos Silva, Ralph dos; Giordani, Paolo - In: Journal of econometrics 171 (2012) 2, pp. 134-151
Persistent link: https://www.econbiz.de/10009691169