Spline-Backfitted Kernel Smoothing Of Additive Coefficient Model
Additive coefficient model (Xue and Yang, 2006a, 2006b) is a flexible regression and autoregression tool that circumvents the “curse of dimensionality.” We propose spline-backfitted kernel (SBK) and spline-backfitted local linear (SBLL) estimators for the component functions in the additive coefficient model that are both (i) computationally expedient so they are usable for analyzing high dimensional data, and (ii) theoretically reliable so inference can be made on the component functions with confidence. In addition, they are (iii) intuitively appealing and easy to use for practitioners. The SBLL procedure is applied to a varying coefficient extension of the Cobb-Douglas model for the U.S. GDP that allows nonneutral effects of the R&D on capital and labor as well as in total factor productivity (TFP).
Volume (Year): 26 (2010)
Issue (Month): 01 (February)
|Contact details of provider:|| Postal: |
Web page: http://journals.cambridge.org/jid_ECT
When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:26:y:2010:i:01:p:29-59_09. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.