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Optimal bandwidth choice for density-weighted averages

  • Powell, James L.
  • Stoker, Thomas M.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-3VWT1X6-W/2/18047fca93a5406b7ab728ef54cad903
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 75 (1996)
    Issue (Month): 2 (December)
    Pages: 291-316

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    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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    1. 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).
    2. Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November.
    3. Newey, W.K., 1989. "The Asymptotic Variance Of Semiparametric Estimotors," Papers 346, Princeton, Department of Economics - Econometric Research Program.
    4. 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.
    5. 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.
    6. 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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