Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "bandwidth"

Econometrics Paper
Panel Nonparametric Regression with Fixed Effects Jungyoon Lee and Peter M Robinson
March 2013
Paper No' EM/2013/569:
Read Abstract | Full Paper (pdf)

JEL Classification: C13; C14; C23

Tags: panel data; nonparametric regression; cross-sectional dependence; generalized least squares; optimal bandwidth

Econometrics Paper
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator Wolfgang Härdle, Oliver Linton and Yingcun Xia July 2009
Paper No' EM/2009/537:
Read Abstract | Full Paper (pdf)

Tags: ade; asymptotics; bandwidth; mave method; semiparametric efficiency.

Econometrics Paper
The Estimation of Conditional Densities Xiaohong Chen, Oliver Linton and Peter M Robinson
May 2001
Paper No' EM/2001/415:
Read Abstract | Full Paper (pdf)

Tags: conditional density estimation; serial dependence; bandwidth choice.

Econometrics Paper
Semiparametric Estimation of a Sample Selection Model: A Simulation Study Marcia M Schafgans
March 1997
Paper No' EM/1997/326:
Read Abstract |

Tags: sample selection models; semiparametric estimation; error distributions; bandwidth parameter; two-step parametric estimator.