Bayesian variants of some classical semiparametric regression techniques
This paper develops new Bayesian methods for semiparametric inference in the partial linear Normal regression model. These methodes draw solely on teh Normal linear regression model with natural conjugate prior. Hence, analytical finite sample results are available which do not suffer form problems of theoretical and computational complexity which plague the existing literature.
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Volume (Year): 123 (2004)
Issue (Month): 2 (December)
Pages: 259-282
| Handle: | RePEc:eee:econom:v:123:y:2004:i:2:p:259-282 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/jeconom
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