Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models
Year of publication: |
2013
|
---|---|
Authors: | Cheng, Tingting ; Gao, Jiti ; Zhang, Xibin |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Bayes factors | bandwidth | marginal likelihood | local linear estimator | random-walk Metropolis algorithm |
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