Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters

Journal of Econometrics

Volumn 157, Issue 1, 2010, Pages 179-190

  Li, Dong ^a   Li, Qi ^b  

^a KANSAS STATE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Asymptotic equivalence; Cross validation; Data driven; Smoothing parameters

Indexed keywords

STATISTICAL TESTS; STATISTICS; STOCHASTIC SYSTEMS;

ASYMPTOTIC DISTRIBUTIONS; ASYMPTOTIC EQUIVALENCE; CROSS VALIDATION; DATA DRIVEN; DATA-DRIVEN METHODS; ECONOMETRIC MODEL; NONPARAMETRIC ESTIMATORS; SMOOTHING PARAMETER;

PARAMETER ESTIMATION;

EID: 84859894197     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.026     Document Type: Conference Paper

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