Oracally Efficient Two-Step Estimation of Generalized Additive Model
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- Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2013. "Oracally Efficient Two-Step Estimation of Generalized Additive Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 619-631, June.
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KeywordsBandwidths; B spline; knots; link function; mixing; Nadaraya-Watson estimator;
All these keywords.
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- J01 - Labor and Demographic Economics - - General - - - Labor Economics: General
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2011-03-19 (Econometrics)
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