The talk illustrates a user-written command that extends the official kdensity to estimate density functions by the kernel method. The extensions are of two types. Firstly, the new command allows the use of an 'adaptive kernel' approach with varying, rather than fixed, bandwidths. Secondly, estimates of pointwise variability bands around the estimated density functions are computed.
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Deborah Cobb-Clark & Vincent A. Hildebrand, 2006.
"The Wealth of Mexican Americans,"
CEPR Discussion Papers
519, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University.
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