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Nonparametric regression (in Russian)

Author

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  • Stanislav Anatolyev

    (New Economic School, Russia)

Abstract

This essay covers the principles and methodology of nonparametric estimation of a mean regression. The emphasis is put on kernel smoothing, but non-kernel methods are also reviewed.

Suggested Citation

  • Stanislav Anatolyev, 2009. "Nonparametric regression (in Russian)," Quantile, Quantile, issue 7, pages 37-52, September.
    • Handle: RePEc:qnt:quantl:y:2009:i:7:p:37-52
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    References listed on IDEAS

    as
    1. Adam M. Copeland & Gabriel W. Medeiros & Carol A. Robbins, 2007. "Estimating Prices for R&D Investment in the 2007 R&D Satellite Account," BEA Papers 0083, Bureau of Economic Analysis.
    2. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Lag Selection for Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(4), pages 457-487, July.
    3. Philip Hans Franses & Richard Paap, 2000. "Modelling day-of-the-week seasonality in the S&P 500 index," Applied Financial Economics, Taylor & Francis Journals, vol. 10(5), pages 483-488.
    4. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    5. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
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