Optimal bandwidth choice for density-weighted averages
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Volume (Year): 75 (1996)
Issue (Month): 2 (December)
Pages: 291-316
| Handle: | RePEc:eee:econom:v:75:y:1996:i:2:p:291-316 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/jeconom
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hardle, W. & Tsybakov, A., 1991.
"How sensitive are average derivates ?,"
CORE Discussion Papers
1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.
- Härdle, W.K. & Tsybakov, A.B., 1992. "How sensitive are average derivatives?," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.
- Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
- Newey, W.K., 1989.
"The Asymptotic Variance Of Semiparametric Estimotors,"
Papers
346, Princeton, Department of Economics - Econometric Research Program.
- Newey, Whitney K, 1994. "The Asymptotic Variance of Semiparametric Estimators," Econometrica, Econometric Society, vol. 62(6), pages 1349-82, November.
- Newey, W.K., 1991. "The Asymptotic Variance of Semiparametric Estimators," Working papers 583, Massachusetts Institute of Technology (MIT), Department of Economics.
- Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November.
- Stoker, Thomas M., 1993. "Smoothing bias in the measurement of marginal effects," Working papers 3522-93., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-30, November.
- Jones, M. C. & Sheather, S. J., 1991. "Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 11(6), pages 511-514, June.
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