## Abstract The authors consider a semiparametric partially linear regression model with serially correlated errors. They propose a new way of estimating the error structure which has the advantage that it does not involve any nonparametric estimation. This allows them to develop an inference proce
A note on Bayesian inference in a regression model with elliptical errors
β Scribed by Jacek Osiewalski
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 585 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0304-4076
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