Local partitioned regression

Econometrica

Volumn 74, Issue 3, 2006, Pages 787-817

  Christopeit, Norbert ^a   Hoderlein, Stefan G N ^a,b  

^a UNIVERSITY OF BONN   (Germany)

^b UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

Additive model; Interaction terms; Kernel estimation; Nonparametric; Oracle efficiency; Varying coefficient model

Indexed keywords

EID: 33646374709     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2006.00683.x     Document Type: Review

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