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Nonparametric econometrics

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  • Dias, Ronaldo

Abstract

In recent years several economic data have been analyzed by nonparametric approaches. This paper is a review of a few of the most useful procedures in the nonparametric econometric field. In particular, it describes the theory and the applications of nonparametric curve estimation (density and regression) problems with emphasis in kernel, nearest neighbor, orthogonal series, smoothing splines, logsplines and H-splines methods.

Suggested Citation

  • Dias, Ronaldo, 2002. "Nonparametric econometrics," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 22(1), May.
    • Handle: RePEc:sbe:breart:v:22:y:2002:i:1:a:2747
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    File URL: https://periodicos.fgv.br/bre/article/view/2747
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    1. Kooperberg, Charles & Stone, Charles J., 1991. "A study of logspline density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 12(3), pages 327-347, November.
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