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.
- bayesian econometrics
- semiparametric regression
- non-parametric regression models
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). Cambridge University Press. https://doi.org/10.2277/052183595X