Ferreira, Guillermo; Castro, Luis M.; Lachos, Victor H.; … - In: Journal of Applied Statistics 40 (2013) 8, pp. 1796-1816
Normality and independence of error terms are typical assumptions for partial linear models. However, these assumptions may be unrealistic in many fields, such as economics, finance and biostatistics. In this paper, a Bayesian analysis for partial linear model with first-order autoregressive...