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Optimal bandwidth choice for density-weighted averages

  • Powell, James L.
  • Stoker, Thomas M.
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    Includes bibliographical references (p. 34-35).

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    File URL: http://hdl.handle.net/1721.1/2410
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    Paper provided by Massachusetts Institute of Technology (MIT), Sloan School of Management in its series Working papers with number 3424-92..

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    Date of creation: 1992
    Date of revision:
    Handle: RePEc:mit:sloanp:2410
    Contact details of provider: Postal: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), SLOAN SCHOOL OF MANAGEMENT, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA
    Phone: 617-253-2659
    Web page: http://mitsloan.mit.edu/

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    Order Information: Postal: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), SLOAN SCHOOL OF MANAGEMENT, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA

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    1. HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander, . "Bandwith choice for average derivative estimation," CORE Discussion Papers RP -977, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Härdle, W.K. & Tsybakov, A.B., 1992. "How sensitive are average derivatives?," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.
    3. Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November.
    4. Newey, W.K., 1989. "The Asymptotic Variance Of Semiparametric Estimotors," Papers 346, Princeton, Department of Economics - Econometric Research Program.
    5. 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.
    6. 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.
    7. 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.
    8. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-54, July.
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