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Keyword: kernel smoothing;
2 results found.
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Sorawoot Srisuma and Oliver Linton
We propose a general two-step estimation method for the structural parameters of popular semiparametric Markovian discrete choice models that include a class of Markovian Games and allow for continuous observable state s...Read more...
Oliver Linton, Enno Mammen and N Nielsen
We derive the asymptotic distribution of a new backfitting procedure for estimating the closest additive approximation to a nonparametric regression function. The procedure employs a recent projection interpretation of p...Read more...