Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators
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References listed on IDEAS
- Newey, Whitney K, 1994.
"The Asymptotic Variance of Semiparametric Estimators,"
Econometric Society, vol. 62(6), pages 1349-1382, November.
- Newey, W.K., 1989. "The Asymptotic Variance Of Semiparametric Estimotors," Papers 346, Princeton, Department of Economics - Econometric Research Program.
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More about this item
KeywordsBandwidth selection; semiparametric; single-index model; bootstrap; m-out-of-n bootstrap; kernel smoothing;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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