Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Tingting Cheng, Jiti Gao and Xibin Zhang
| Year of publication: |
2019
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| Authors: | Cheng, Tingting ; Gao, Jiti ; Zhang, Xibin |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 37.2019, 1, p. 1-12
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| Subject: | Bandwidth | Local constant estimator | Markov chain Monte Carlo | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1255216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012175865