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 language | English |
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Title of host publication | State Space Models and Unobserved Components |
Publisher | Cambridge University Press |
Pages | 152-171 |
Number of pages | 19 |
ISBN (Print) | 052183595X |
DOIs | |
Publication status | Published - 2005 |
Keywords
- bayesian econometrics
- semiparametric regression
- non-parametric regression models