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:

Series: Advanced Texts in Econometrics

Basic nonparametric estimates

More Like This

Show all results sharing this subject:

  • Econometrics and Mathematical Economics


Show Summary Details


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

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.