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Full-Text Articles in Business
A Multimodal Traffic Network Equilibrium Model With Emission Pollution Permits, Anna Nagurney, Kathy K. Dhanda, Padma Ramanujam
A Multimodal Traffic Network Equilibrium Model With Emission Pollution Permits, Anna Nagurney, Kathy K. Dhanda, Padma Ramanujam
Kathy K Dhanda
No abstract provided.
Additive Nonparametric Regression With Autocorrelated Errors, Michael S. Smith, C Wong, Robert Kohn
Additive Nonparametric Regression With Autocorrelated Errors, Michael S. Smith, C Wong, Robert Kohn
Michael Stanley Smith
A Bayesian approach is presented for nonparametric estimation of an additive regression model with autocorrelated errors. Each of the potentially nonlinear components is modelled as a regression spline using many knots, while the errors are modelled by a high order stationary autoregressive process parameterised in terms of its autocorrelations. The distribution of significant knots and partial autocorrelations is accounted for using subset selection. Our approach also allows the selection of a suitable transformation of the dependent variable. All aspects of the model are estimated simultaneously using Markov chain Monte Carlo. It is shown empirically that the proposed approach works well …