Nonparametric seemingly unrelated regression

Journal of Econometrics

Volumn 98, Issue 2, 2000, Pages 257-281

  Smith, Michael ^a   Kohn, Robert ^b  

^a UNIVERSITY OF SYDNEY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Bayesian hierarchical SUR model; Markov Chain Monte Carlo; Multivariate subset selection; Nonparametric multivariate regression

Indexed keywords

EID: 0001424224     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00018-X     Document Type: Article

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