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Regression towards the mode

  • Gordon C.R. Kemp


  • J.M.C. Santos Silva


We propose a semi-parametric mode regression estimator for the case in which the variate of interest is continuous and observable over its entire un- bounded support. The estimator is semi-parametric in that the conditional mode is specified as a parametric function, but only mild assumptions are made about the nature of the conditional density of interest. We show that the proposed estimator is consistent and has a tractable asymptotic distribution. Simulation results and an empirical illustration are provided to highlight the practicality and usefulness of the estimator.

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Paper provided by University of Essex, Department of Economics in its series Economics Discussion Papers with number 686.

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Date of creation: 25 Feb 2010
Date of revision:
Handle: RePEc:esx:essedp:686
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