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Choosing the optimal bandwidth in case of correlated data

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  • Brachmann, Klaus
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    Abstract

    In case of estimating growth curves nonparametrically onc faces the fact that the data driven bandwidth selectors published in standard textbooks mostly choose bandwidths much too low. This is due to the positive autocorrelation observed in growth data. This paper introduces an easy way to incorporate this effect in the known concept of penalizing functions. --

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    Bibliographic Info

    Paper provided by University of Cologne, Department for Economic and Social Statistics in its series Discussion Papers in Statistics and Econometrics with number 8/95.

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    Date of creation: 1995
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    Handle: RePEc:zbw:ucdpse:895

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