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Journal of Business & Economic Statistics Volume 37, 2019 - Issue 1
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Articles

Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models

Tingting ChengSchool of Finance, Nankai University, Tianjin300071, P. R. China ([email protected])
,
Jiti GaoDepartment of Econometrics and Business Statistics, Monash University, Caulfield East, Victoria3145, Australia ([email protected]; [email protected])
&
Xibin ZhangDepartment of Econometrics and Business Statistics, Monash University, Caulfield East, Victoria3145, Australia ([email protected]; [email protected])
Pages 1-12 | Received 01 Feb 2013, Published online: 12 Jun 2017

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Read on this site (1)

Junfeng Huo & Xiuqing Zhou. (2023) Efficient estimation in varying coefficient regression models. Journal of Statistical Computation and Simulation 93:13, pages 2297-2320.
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Articles from other publishers (2)

Manuel García-Ramos. (2019) The impact of the output gap on the unemployment rate: evidence from Mexico, 1987q1-2018q4. Ecos de Economía 23:48, pages 4-15.
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Yayi Yan, Jiti Gao & Bin Peng. (2021) On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. SSRN Electronic Journal.
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