Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models

DOI10.1080/07350015.2016.1255216MaRDI QIDQ6634834zbMATH OpenFDO

Authors Tingting Cheng, Jiti Gao, Xibin Zhang

Publication date 8 November 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2016.1255216

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• Semiparametric estimation and testing of the trend of temperature series
• Semiparametric trending panel data models with cross-sectional dependence
• Trending time-varying coefficient time series models with serially correlated errors

Cited in

(1)

• Efficient estimation for varying coefficient modal regression

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