Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models (Q3028095)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models |
scientific article |
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Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models (English)
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1986
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marginal and conditional density
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regression curve
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asymptotic normality
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Nonparametric recursive kernel estimators
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multivariate data generating process (DGP)
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asymptotic biases
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variances
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consistency
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bandwidth function
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specification of econometric models
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