Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
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- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
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Cited by:
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016.
"Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors,"
Econometrics, MDPI, vol. 4(2), pages 1-27, April.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
- Xu, Bin & Lin, Boqiang, 2017. "Assessing CO2 emissions in China's iron and steel industry: A nonparametric additive regression approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 325-337.
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Keywords
cross-validation; Nadaraya-Watson estimator; posterior predictive density; random-walk Metropolis; unknown error density; value-at-risk;All these keywords.
JEL classification:
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- C - Mathematical and Quantitative Methods
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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