Local generalized method of moments estimation based on kernel weights: An application to panel data

Journal of Applied Statistics

Volumn 26, Issue 8, 1999, Pages 1005-1015

  Papalia, Rosa Bernardini ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1542713056     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/02664769921990     Document Type: Article

References (10)

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2. CLEVELAND, W. S. (1979) Robust locally weighted regression and smoothing scatterplots, Journal of the American Statistical Association, 74, pp. 829-836.
3. CLEVELAND, W. S. & DEVLIN, S. J. (1988) Robust locally weighted regression: An approach to regression analysis by local fitting, Journal of the American Statistical Association, 83, pp. 597-610.
4. COPAS, J. B. (1995) Local likelihood based on kernel censoring, Journal of the Royal Statistical Society, Series B, 57, pp. 221-235.
5. FAN, J. B. (1992) Design-adaptive nonparametric regression, Journal of the American Statistical Association, 57, pp. 998-1004.
6. GOZALO, P. L. & LINTON, O. (1995) Local Non Linear Least Squares Estimation: Using Parametric Information Non Parametrically, Mimeo.
7. HANSEN, L. P. (1982) Large sample properties of generalized method of moments estimators, Econometrica, 50, pp. 1029-1054.
8. HASTIE, T. & LOADER, C. (1993) Local regression: Automatic kernel carpentry, Statistical Science, 8, pp. 120-143.
9. SILVERMAN, B. W. (1986) Density estimation for Statistices and Data analysis (London, Chapman and Hall).
10. STONE, C. J. (1977) Consistent nonparametric regression, Annals of Statistics, 5, pp. 596-620.