A method of estimating the average derivative

DOI10.1016/j.jeconom.2005.07.010zbMath1418.62130OpenAlexW2141192685MaRDI QIDQ278235

Anurag N. Banerjee

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.010

zbMATH Keywords

semiparametric estimationlinear regressionaverage derivative estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (6)

Functional cointegration: definition and nonparametric estimation ⋮ Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators ⋮ Smoothness adaptive average derivative estimation ⋮ On the estimation of density-weighted average derivative by wavelet methods under various dependence structures ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Functional-coefficient cointegration models in the presence of deterministic trends

Cites Work

• Asymptotic equivalence of estimators of average derivatives
• Variable bandwidth and local linear regression smoothers
• Marginal effects in the censored regression model.
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Empirical Evidence on the Law of Demand
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Bandwidth Choice for Average Derivative Estimation
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• On nonparametric density estimation at the boundary^*
• Semiparametric Estimation of Index Coefficients

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