Nonparametric regression using Bayesian variable selection
Suggested Citation
Michael S. Smith and Robert Kohn. "Nonparametric regression using Bayesian variable selection" Journal of Econometrics 75.2 (1996): 317-344.
Michael Stanley Smith
Melbourne Business School
- Professor of Management (Econometrics)
- Contact Information
Expertise
- Bayesian Statistics
- Applied Econometrics
- Regression Smoothing
- Time Series Analysis
- Bayesian Model Averaging
- Copula Modelling
Courses/Seminars
- Data and Decisions (MBA)
- Data and Decisions (EMBA)
- Quantiative Financial Modelling (MBA Elective)