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Optimal asymmetric kernels

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  • Abadir, Karim M.
  • Lawford, Steve

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 83 (2004)
Issue (Month): 1 (April)
Pages: 61-68

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Handle: RePEc:eee:ecolet:v:83:y:2004:i:1:p:61-68

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Web page: http://www.elsevier.com/locate/ecolet

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References

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  1. Karim Abadir, 1999. "An introduction to hypergeometric functions for economists," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 287-330.
  2. Oliver LINTON, . "Applied nonparametric methods," Statistic und Oekonometrie 9312, Humboldt Universitaet Berlin.
  3. Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9206, Tilburg - Center for Economic Research.
  4. O. Scaillet, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," THEMA Working Papers 2001-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Holiday, David B., 1995. "Near optimal weights in nonparametric regression under some common restrictions," Statistics & Probability Letters, Elsevier, vol. 22(1), pages 33-42, January.
  6. Chen, Song Xi, 1999. "Beta kernel estimators for density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 131-145, August.
  7. Song Chen, 2000. "Probability Density Function Estimation Using Gamma Kernels," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(3), pages 471-480, September.
  8. Marc Hallin & Olivier Tribel, 2000. "The efficiency of some nonparametric competitors to correlogram-based methods," ULB Institutional Repository 2013/2159, ULB -- Universite Libre de Bruxelles.
  9. Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET, . "Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels," Swiss Finance Institute Research Paper Series 11-32, Swiss Finance Institute.
  10. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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Cited by:
  1. Thornton, Michael A., 2014. "The aggregation of dynamic relationships caused by incomplete information," Journal of Econometrics, Elsevier, vol. 178(P2), pages 342-351.
  2. Henderson, Daniel J. & Parmeter, Christopher F., 2012. "Canonical higher-order kernels for density derivative estimation," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1383-1387.
  3. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  4. Hagmann, M. & Scaillet, O., 2007. "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, vol. 141(1), pages 213-249, November.
  5. Spierdijk, Laura, 2008. "Nonparametric conditional hazard rate estimation: A local linear approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2419-2434, January.
  6. Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh, 2011. "Adapting Kernel Estimation to Uncertain Smoothness," STICERD - Econometrics Paper Series /2011/557, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  7. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
  8. Marchant, Carolina & Bertin, Karine & Leiva, Víctor & Saulo, Helton, 2013. "Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 1-15.

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