Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
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Publication:6634834
DOI10.1080/07350015.2016.1255216zbMATH Open1548.62553MaRDI QIDQ6634834FDOQ6634834
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)
Cites Work
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- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- Semiparametric trending panel data models with cross-sectional dependence
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- Non-parametric time-varying coefficient panel data models with fixed effects
- Semiparametric estimation and testing of the trend of temperature series
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