Search Results - subject:"Local constant estimator"

Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models

Cheng, Tingting; Gao, Jiti; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2015

constant estimator. In this paper, we propose a Bayesian approach to bandwidth estimation for local constant estimators of time …Bandwidth plays an important role in determining the performance of nonparametric estimators, such as the local …

Persistent link: https://www.econbiz.de/10011188646

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, Tingting; Gao, Jiti; Zhang, Xibin - 2015 - Revised 13, 07

Persistent link: https://www.econbiz.de/10011781131

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, Tingting; Gao, Jiti; Zhang, Xibin - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012175865

Averaging estimators for kernel regressions

Liu, Chu-An - In: Economics letters 171 (2018), pp. 102-105

Persistent link: https://www.econbiz.de/10012021800

Estimation of varying coefficient models with time trend and integrated regressors

Li, Kunpeng; Li, Weiming - In: Economics Letters 119 (2013) 1, pp. 89-93

In this paper we extend the semiparametric varying coefficient model to contain non-stationary I(1) and time trend as covariates. We show that the local constant kernel estimation method leads to a consistent estimation result. This is in contrast to the semiparametric varying coefficient model...

Persistent link: https://www.econbiz.de/10010662399