A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)
Original languageEnglish
Pages (from-to)21 - 32
Number of pages12
JournalJournal of Econometrics
Volume153
Issue number1
DOIs
Publication statusPublished - 2009

Cite this