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Schmidt's influential work. His distinguished career encompassed pioneering contributions to various realms of econometrics …, including time series and panel data econometrics, as well as stochastic frontier analysis. This Festschrift beautifully … presents the state-of-the-art in econometrics, traversing Schmidt's diverse interests. It spotlights his impact on applied …
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semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the … interface between econometrics and statistical methods for nonparametric and semiparametric procedures. …
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Bandwidth plays an important role in determining the performance of local linear estimators. In this paper, we propose a Bayesian approach to bandwidth selection for local linear estimation of time-varying coefficient time series models, where the errors are assumed to follow the Gaussian kernel...
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