Bandwith choice for average derivative estimation
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- Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991. "Bandwidth choice for average derivative estimation," CORE Discussion Papers 1991049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010.
"Robust Data-Driven Inference for Density-Weighted Average Derivatives,"
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- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
- Linton, Oliver, 1995.
"Second Order Approximation in the Partially Linear Regression Model,"
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- Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
- Lewbel, Arthur, 2000.
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- Yoshihiko Nishiyama & Peter M. Robinson, 2005.
"The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives,"
Econometric Society, vol. 73(3), pages 903-948, May.
- Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Oliver Linton, 1997. "Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form," Cowles Foundation Discussion Papers 1151, Cowles Foundation for Research in Economics, Yale University.
- Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
- Powell, James L. & Stoker, Thomas M., 1992. "Optimal bandwidth choice for density-weighted averages," Working papers 3424-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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