Tobias, Justin L.; Chan, Joshua C. C. - In: Topics in identification, limited dependent variables, …, (pp. 47-64). 2019
We present a new procedure for nonparametric Bayesian estimation of regression functions. Specifically, our method makes use of an idea described in Frühwirth-Schnatter and Wagner (2010) to impose linearity exactly (conditional upon an unobserved binary indicator), yet also permits departures...