Nonparametric estimation of regression functions in the presence of irrelevant regressors

Review of Economics and Statistics

Volumn 89, Issue 4, 2007, Pages 784-789

  Hall, Peter ^a   Li, Qi ^b   Racine, Jeffrey S ^c  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b TEXAS A AND M UNIVERSITY   (United States)

^c MCMASTER UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36448950848     PISSN: 00346535     EISSN: 15309142     Source Type: Journal    
DOI: 10.1162/rest.89.4.784     Document Type: Article

References (5)

1. Aitchison, J., and C. G. G., Aitken, "Multivariate Binary Discrimination by the Kernel Method," Biometrika 63 (1976), 413-420.
2. Fan, Y., and Q. Li, "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms," Econometrica 64 (1996), 865-890.
3. Hall, P., Q. Li, and J. Racine, "Nonparametric Estimation of Regression. Functions in the Presence of Irrelevant Regressors," manuscript (2005).
4. Hall, P., J. Racine, and Q. Li, "Cross-Validation and the Estimation of Conditional Probability Densities," Journal of the American Statistical Association 99 (2004), 1015-1026.
5. Lavergne, P., and Q. Vuong, (1996), "Nonparametric Selection of Regressors: The Nonnested Case," Econometrica 64 (1996), 207-219.