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Citations for "Smoothly mixing regressions"

by Geweke, John & Keane, Michael

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  1. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
  2. Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 218-234.
  3. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The dynamics of UK and US inflation expectations," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3120-3133.
  4. León, Carmelo J. & Araña, Jorge E. & Hanemann, W. Michael & Riera, Pere, 2014. "Heterogeneity and emotions in the valuation of non-use damages caused by oil spills," Ecological Economics, Elsevier, vol. 97(C), pages 129-139.
  5. Griffin, J.E. & Steel, M.F.J., 2011. "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, vol. 162(2), pages 383-396, June.
  6. Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models," Journal of Econometrics, Elsevier, vol. 143(2), pages 291-316, April.
  7. Michael P. Keane & Olean Stavrunova, 2014. "Adverse Selection, Moral Hazard and the Demand for Medigap Insurance," Economics Papers 2014-W02, Economics Group, Nuffield College, University of Oxford.
  8. Michael Keane & Nada Wasi, 2013. "Comparing Alternative Models Of Heterogeneity In Consumer Choice Behavior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(6), pages 1018-1045, 09.
  9. Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
  10. Michael P. Keane & Nada Wasi, 2013. "The Structure of Consumer Taste Heterogeneity in Revealed vs. Stated Preference Data," Economics Papers 2013-W10, Economics Group, Nuffield College, University of Oxford.
  11. Carmelo León & Jorge Araña & Javier León, 2013. "Correcting for Scale Perception Bias in Measuring Corruption: an Application to Chile and Spain," Social Indicators Research, Springer, vol. 114(3), pages 977-995, December.
  12. Mark J. Jensen & John M. Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Paper 2008-15, Federal Reserve Bank of Atlanta.
  13. Almeida e Santos Nogueira, R.J. & Basturk, N. & Kaymak, U. & Costa Sousa, J.M., 2013. "Estimation of flexible fuzzy GARCH models for conditional density estimation," ERIM Report Series Research in Management ERS-2013-013-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  14. Stéphane Bonhomme & Jean-Marc Robin, 2009. "Assessing the Equalizing Force of Mobility Using Short Panels: France, 1990-2000," Review of Economic Studies, Oxford University Press, vol. 76(1), pages 63-92.
  15. James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis.
  16. Drobetz, Wolfgang & Merikas, Andreas & Merika, Anna & Tsionas, Mike G., 2014. "Corporate social responsibility disclosure: The case of international shipping," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 71(C), pages 18-44.
  17. Engemann, Kristie M. & Kliesen, Kevin L. & Owyang, Michael T., 2011. "Do Oil Shocks Drive Business Cycles? Some U.S. And International Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 498-517, November.
  18. Xiong, Yingge & Mannering, Fred L., 2013. "The heterogeneous effects of guardian supervision on adolescent driver-injury severities: A finite-mixture random-parameters approach," Transportation Research Part B: Methodological, Elsevier, vol. 49(C), pages 39-54.
  19. Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics," CeMMAP working papers CWP03/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2007. "Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures," Working Paper Series 211, Sveriges Riksbank (Central Bank of Sweden).
  21. Markus Jochmann, 2009. "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," Working Paper Series 45_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  22. Michael Keane & Nada Wasi, 2012. "Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza," Economics Series Working Papers 2012-W13, University of Oxford, Department of Economics.
  23. Michael Keane & Olena Stavrunova, 2011. "A smooth mixture of Tobits model for healthcare expenditure," Health Economics, John Wiley & Sons, Ltd., vol. 20(9), pages 1126-1153, 09.
  24. Joshua C C Chan & Gary Koop, 2012. "Modelling Breaks And Clusters In The Steady States Of Macroeconomic Variables," CAMA Working Papers 2012-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  25. Villani, Mattias & Kohn, Robert & Nott, David J., 2012. "Generalized smooth finite mixtures," Journal of Econometrics, Elsevier, vol. 171(2), pages 121-133.
  26. Quiroz, Matias & Villani, Mattias, 2013. "Dynamic mixture-of-experts models for longitudinal and discrete-time survival data," Working Paper Series 268, Sveriges Riksbank (Central Bank of Sweden).
  27. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2009. "Regression density estimation using smooth adaptive Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 153(2), pages 155-173, December.
  28. Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE.
  29. Li, Mingliang & Tobias, Justin L., 2011. "Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling," Journal of Econometrics, Elsevier, vol. 162(2), pages 345-361, June.
  30. Pelenis, Justinas, 2012. "Bayesian Semiparametric Regression," Economics Series 285, Institute for Advanced Studies.
  31. Hoogerheide, L.F. & van Dijk, H.K., 2007. "Note on neural network sampling for Bayesian inference of mixture processes," Econometric Institute Research Papers EI 2007-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Stéphane Bonhomme & Elena Manresa, 2012. "Grouped Patterns Of Heterogeneity In Panel Data," Working Papers wp2012_1208, CEMFI.
  33. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
  34. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j008g6g0g is not listed on IDEAS
  35. Munkin M & Trivedi P. K, 2009. "Incentives and Selection Effects of Drug Coverage on Total Drug Expenditure: a Finite Mixture Approach," Health, Econometrics and Data Group (HEDG) Working Papers 09/22, HEDG, c/o Department of Economics, University of York.
  36. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  37. Han, Yufeng, 2012. "State uncertainty in stock markets: How big is the impact on the cost of equity?," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2575-2592.
  38. Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
  39. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers 20/2008, Bank of Finland.
  40. Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
  41. Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.
  42. Geweke, John, 2007. "Interpretation and inference in mixture models: Simple MCMC works," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3529-3550, April.
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