Efficient estimation of generalized additive nonparametric regression models

Econometric Theory

Volumn 16, Issue 4, 2000, Pages 502-523

  Linton, Oliver B ^a,b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034373699     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466600164023     Document Type: Article

References (9)

1. Brieman, L. & J.H. Friedman (1985) Estimating optimal transformations for multiple regression and correlation, (with discussion). Journal of the American Statistical Association 80, 580-619.
2. Buja, A., T. Hastie, & R. Tibshirani (1989) Linear smoothers and additive models (with discussion). Annals of Statistics 17, 453-555.
3. Deaton, A. & J. Muellbauer (1980) Economics and Consumer Behavior. Cambridge: Cambridge University Press.
4. Fan, J. (1992) Design-adaptive nonparametric regression. Journal of the American Statistical Association 87, 998-1004.
5. Gourieroux, C., A. Monfort, & A. Trognon (1984a) Pseudo maximum likelihood methods: Theory. Econometrica 52, 681-700.
6. Gourieroux, C., A. Monfort, & A. Trognon (1984b) Pseudo maximum likelihood methods: Theory. Econometrica 52, 701-720.
7. Gozalo, P. & O.B. Linton (1995) Using Parametric Information in Nonparametric Regression. Working paper 95-40, Brown University.
8. Gozalo, P. & O.B. Linton (1997) A nonparametric test of additivity in generalized nonparametric regression. Available at http://www.econ.yale.edu/̃linton.
9. Härdle, W. & O.B. Linton (1994) Applied nonparametric methods. In D.F. McFadden & R.F. Engle III (eds.), The Handbook of Econometrics, vol. IV. Amsterdam: North Holland.