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Additive cubic spline regression with Dirichlet process mixture errors
Chib, Siddhartha; Greenberg, Edward - In: Journal of Econometrics 156 (2010) 2, pp. 322-336
The goal of this article is to develop a flexible Bayesian analysis of regression models for continuous and categorical outcomes. In the models we study, covariate (or regression) effects are modeled additively by cubic splines, and the error distribution (that of the latent outcomes in the case...
Persistent link: https://www.econbiz.de/10008507292
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Bayes inference in regression models with ARMA (p, q) errors
Chib, Siddhartha; Greenberg, Edward - In: Journal of Econometrics 64 (1994) 1-2, pp. 183-206
Persistent link: https://www.econbiz.de/10005192397
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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha; Greenberg, Edward - In: Journal of Econometrics 68 (1995) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10005228777
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha; Greenberg, Edward; Winkelmann, Rainer - In: Journal of Econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10005115510