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Citations for "Nonparametric Regression using Bayesian Variable Selection"

by Smith, M. & Kohn, R.

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  1. Stefano Grassi & Tommaso Proietti, 2010. "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series EERI_RP_2010_25, Economics and Econometrics Research Institute (EERI), Brussels.
  2. Stefan Lang & Nikolaus Umlauf & Peter Wechselberger & Kenneth Harttgen & Thomas Kneib, 2012. "Multilevel structured additive regression," Working Papers 2012-07, Faculty of Economics and Statistics, University of Innsbruck.
  3. Carmen Fernandez & E Ley & Mark F J Steel, 2004. "Benchmark priors for Bayesian models averaging," ESE Discussion Papers 66, Edinburgh School of Economics, University of Edinburgh.
  4. Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
  5. Zhao, Kaifeng & Lian, Heng, 2014. "Variational inferences for partially linear additive models with variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 223-239.
  6. Ruggieri, Eric & Lawrence, Charles E., 2012. "On efficient calculations for Bayesian variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1319-1332.
  7. Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, School of Business.
  8. Bacolod, Marigee P. & Tobias, Justin L., 2006. "Schools, school quality and achievement growth: Evidence from the Philippines," Economics of Education Review, Elsevier, vol. 25(6), pages 619-632, December.
  9. Robert J. B. Goudie & Sach Mukherjee & Jan-Emmanuel De Neve & Andrew J. Oswald & Stephen Wu, 2011. "Happiness as a Driver of Risk-Avoiding Behavior," CESifo Working Paper Series 3451, CESifo Group Munich.
  10. Gholamreza Hajargasht, 2003. "Semiparametric Estimation of Stochastic Frontiers A Bayesian Penalized Approach," CEPA Working Papers Series WP042003, School of Economics, University of Queensland, Australia.
  11. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
  12. Shively, Thomas S. & Kockelman, Kara & Damien, Paul, 2010. "A Bayesian semi-parametric model to estimate relationships between crash counts and roadway characteristics," Transportation Research Part B: Methodological, Elsevier, vol. 44(5), pages 699-715, June.
  13. Choi, Jungsoon & Fuentes, Montserrat & Reich, Brian J., 2009. "Spatial-temporal association between fine particulate matter and daily mortality," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2989-3000, June.
  14. Avalos, Marta & Grandvalet, Yves & Ambroise, Christophe, 2007. "Parsimonious additive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2851-2870, March.
  15. Wagner, Helga & Duller, Christine, 2012. "Bayesian model selection for logistic regression models with random intercept," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1256-1274.
  16. Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper 54286, University Library of Munich, Germany.
  17. Stefanie Kalus & Philipp Sämann & Ludwig Fahrmeir, 2014. "Classification of brain activation via spatial Bayesian variable selection in fMRI regression," Advances in Data Analysis and Classification, Springer, vol. 8(1), pages 63-83, March.
  18. Lee, Kyeong Eun & Kim, Yongku & Xu, Ronghui, 2014. "Bayesian variable selection under the proportional hazards mixed-effects model," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 53-65.
  19. 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).
  20. Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper 54281, University Library of Munich, Germany.
  21. Smith, M. & Mathur, S. & Kohn, R., . "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper _010, Australian Graduate School of Management.
  22. Brooke, Jesse & Oliver, Barry, 2005. "The source of abnormal returns from strategic alliance announcements," Pacific-Basin Finance Journal, Elsevier, vol. 13(2), pages 145-161, March.
  23. Cai, Bo & Dunson, David B., 2007. "Bayesian Multivariate Isotonic Regression Splines: Applications to Carcinogenicity Studies," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1158-1171, December.
  24. Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
  25. Debashis Ghosh & Wei Chen & Trivellore Raghuanthan, 2004. "The false discovery rate: a variable selection perspective," The University of Michigan Department of Biostatistics Working Paper Series 1040, Berkeley Electronic Press.
  26. Cathy Chen & Feng Liu & Richard Gerlach, 2011. "Bayesian subset selection for threshold autoregressive moving-average models," Computational Statistics, Springer, vol. 26(1), pages 1-30, March.
  27. 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.
  28. Stefano Monni, 2014. "Bayesian variable selection for correlated covariates via colored cliques," AStA Advances in Statistical Analysis, Springer, vol. 98(2), pages 143-163, April.
  29. Koop, Gary M & Tobias, Justin, 2006. "Semiparametric Bayesian Inference in Smooth Coefficient Models," Staff General Research Papers 12202, Iowa State University, Department of Economics.
  30. Powers, Stephanie & Gerlach, Richard & Stamey, James, 2010. "Bayesian variable selection for Poisson regression with underreported responses," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3289-3299, December.
  31. Giordani, Paolo & Jacobson, Tor & von Schedvin , Erik & Villani, Mattias, 2011. "Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios," Working Paper Series 256, Sveriges Riksbank (Central Bank of Sweden).
  32. Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales.
  33. Anthony Hall & Soosung Hwang & Stephen E. Satchell, 2000. "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models," Econometric Society World Congress 2000 Contributed Papers 1213, Econometric Society.
  34. Molinari, Nicolas & Durand, Jean-Francois & Sabatier, Robert, 2004. "Bounded optimal knots for regression splines," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 159-178, March.
  35. 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.
  36. Peter Congdon, 2006. "A model for geographical variation in health and total life expectancy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 14(9), pages 157-178, March.
  37. Ron Bird & Richard Gerlach, 2006. "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 111-127, August.
  38. Shively, Thomas S. & Walker, Stephen G. & Damien, Paul, 2011. "Nonparametric function estimation subject to monotonicity, convexity and other shape constraints," Journal of Econometrics, Elsevier, vol. 161(2), pages 166-181, April.
  39. Hoeting, Jennifer A. & Ibrahim, Joseph G., 1998. "Bayesian predictive simultaneous variable and transformation selection in the linear model," Computational Statistics & Data Analysis, Elsevier, vol. 28(1), pages 87-103, July.
  40. Gholamreza Hajargasht, 2009. "Nonparametric Panel Data Models, A Penalized Spline Approach," CEPA Working Papers Series WP052009, School of Economics, University of Queensland, Australia.
  41. Pena, Daniel & Redondas, Dolores, 2006. "Bayesian curve estimation by model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 688-709, February.
  42. Leitenstorfer, Florian & Tutz, Gerhard, 2007. "Knot selection by boosting techniques," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4605-4621, May.
  43. Feng Li & Mattias Villani, 2013. "Efficient Bayesian Multivariate Surface Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 706-723, December.
  44. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
  45. Nott, David J., 2008. "Predictive performance of Dirichlet process shrinkage methods in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3658-3669, March.
  46. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  47. Rigat, F. & Mira, A., 2012. "Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1450-1467.
  48. Daniel Peña & M. Dolores Redondas, 2003. "Bayesian Curve Estimation By Model Averaging," Statistics and Econometrics Working Papers ws034410, Universidad Carlos III, Departamento de Estadística y Econometría.
  49. Lee, Thomas C. M., 2000. "Regression spline smoothing using the minimum description length principle," Statistics & Probability Letters, Elsevier, vol. 48(1), pages 71-82, May.
  50. Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October.
  51. Emanuela Ciapanna & Marco Taboga, 2011. "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers) 836, Bank of Italy, Economic Research and International Relations Area.
  52. Artin Armagan & Russell Zaretzki, 2010. "Model selection via adaptive shrinkage with t priors," Computational Statistics, Springer, vol. 25(3), pages 441-461, September.
  53. Bacolod, Marigee & Tobias, Justin, 2005. "Schools, School Quality and Academic Achievement: Evidence from the Philippines," Staff General Research Papers 12249, Iowa State University, Department of Economics.
  54. Fabian Scheipl & Thomas Kneib & Ludwig Fahrmeir, 2013. "Penalized likelihood and Bayesian function selection in regression models," AStA Advances in Statistical Analysis, Springer, vol. 97(4), pages 349-385, October.
  55. Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(3), pages 577-613, June.
  56. Alhamzawi, Rahim & Yu, Keming, 2013. "Conjugate priors and variable selection for Bayesian quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 209-219.
  57. Brezger, Andreas & Lang, Stefan, 2006. "Generalized structured additive regression based on Bayesian P-splines," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 967-991, February.
  58. Chen, Cathy W.S. & Gerlach, Richard & So, Mike K.P., 2006. "Comparison of nonnested asymmetric heteroskedastic models," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2164-2178, December.
  59. Gholamreza Hajargasht, 2004. "Some New Semiparametric Panel Stochastic Frontier Models," Econometric Society 2004 Australasian Meetings 127, Econometric Society.
  60. Frühwirth-Schnatter, Sylvia & Wagner, Helga, 2010. "Stochastic model specification search for Gaussian and partial non-Gaussian state space models," Journal of Econometrics, Elsevier, vol. 154(1), pages 85-100, January.
  61. Anthony D. Hall & S. Hwang & Steve Satchell, 2000. "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return," Research Paper Series 31, Quantitative Finance Research Centre, University of Technology, Sydney.
  62. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Society for Computational Economics, vol. 25(3), pages 207-228, June.
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