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Nonparametric Seemingly Unrelated Regression

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journal contribution
posted on 2017-06-08, 06:25 authored by Smith, Michael, Kohn, Robert
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History

Year of first publication

1998

Series

Department of Econometrics and Business Statistics.

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    Keywords

    Multivariate subset selectionFocused samplingmonash:69431998Bayesian hierachical SUR modelNonparametric multivariate regression1959.1/36109Markov chain Monte Carlo

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