Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
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- Li, Cong & Wang, Yanfei, 2016. "Gradient-based bandwidth selection for estimating average derivatives," Economics Letters, Elsevier, vol. 140(C), pages 19-22.
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More about this item
KeywordsSmoothing parameters Data-driven Cross-validation Asymptotic equivalence;
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