Empirical Bayesian inference in a nonparametric regression model

G.M. Koop, D. Poirier, Andrew Harvey (Editor), Siem Jan Koopman (Editor), Neil Shephard (Editor)

Research output: Chapter in Book/Report/Conference proceedingChapter

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.
LanguageEnglish
Title of host publicationState Space Models and Unobserved Components
Pages152-171
Number of pages19
DOIs
Publication statusPublished - 2005

Fingerprint

Nonparametric Model
Nonparametric Regression
Bayesian inference
Regression Model
Bayesian Estimation
Panel Data
Regression Analysis
Predictors
Testing
Model
Relationships
Form

Keywords

  • bayesian econometrics
  • semiparametric regression
  • non-parametric regression models

Cite this

Koop, G. M., Poirier, D., Harvey, A. (Ed.), Jan Koopman, S. (Ed.), & Shephard, N. (Ed.) (2005). Empirical Bayesian inference in a nonparametric regression model. In State Space Models and Unobserved Components (pp. 152-171) https://doi.org/10.2277/052183595X
Koop, G.M. ; Poirier, D. ; Harvey, Andrew (Editor) ; Jan Koopman, Siem (Editor) ; Shephard, Neil (Editor). / Empirical Bayesian inference in a nonparametric regression model. State Space Models and Unobserved Components. 2005. pp. 152-171
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Koop, GM, Poirier, D, Harvey, A (ed.), Jan Koopman, S (ed.) & Shephard, N (ed.) 2005, Empirical Bayesian inference in a nonparametric regression model. in State Space Models and Unobserved Components. pp. 152-171. https://doi.org/10.2277/052183595X

Empirical Bayesian inference in a nonparametric regression model. / Koop, G.M.; Poirier, D.; Harvey, Andrew (Editor); Jan Koopman, Siem (Editor); Shephard, Neil (Editor).

State Space Models and Unobserved Components. 2005. p. 152-171.

Research output: Chapter in Book/Report/Conference proceedingChapter

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Koop GM, Poirier D, Harvey A, (ed.), Jan Koopman S, (ed.), Shephard N, (ed.). Empirical Bayesian inference in a nonparametric regression model. In State Space Models and Unobserved Components. 2005. p. 152-171 https://doi.org/10.2277/052183595X