Chapter

Basic nonparametric estimates

Timo Teräsvirta, Dag Tjøstheim and W. J. Granger

in Modelling Nonlinear Economic Time Series

Published in print December 2010 | ISBN: 9780199587148
Published online May 2011 | e-ISBN: 9780191595387 | DOI: http://dx.doi.org/10.1093/acprof:oso/9780199587148.003.0013

Series: Advanced Texts in Econometrics

Basic nonparametric estimates

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There are several books on the topics treated in this chapter. For completeness and ease of reference, in the present chapter a brief summary of some results in this area is presented. Among other things, kernel estimation, choice of bandwidth and local polynomial estimation are briefly discussed.

Keywords: density estimation; nonparametric regression estimation; kernel estimation; choice of bandwidth; local polynomial estimation

Chapter.  6806 words. 

Subjects: Econometrics and Mathematical Economics

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