Additive Nonparametric Regression with Autocorrelated Errors

Michael Smith (), C.M. Wong and Robert Kohn ()

No 19/96, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: A Bayesian approach is presented for nonparametric estimation of an additive regression model with autocorrelated errors.

Keywords: REGRESSION ANALYSIS; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C10 C15 (search for similar items in EconPapers)
Pages: 30 pages
Date: 1996
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Citations: View citations in EconPapers (3)

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Journal Article: Additive nonparametric regression with autocorrelated errors (1998)
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