Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models
DOI10.1080/03610928608829325zbMath0625.62029OpenAlexW2072858422MaRDI QIDQ3028095
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=1014&context=economicscdse_tr
consistencyasymptotic normalityasymptotic biasesvariancesregression curvebandwidth functionmarginal and conditional densitymultivariate data generating process (DGP)Nonparametric recursive kernel estimatorsspecification of econometric models
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)
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Cites Work
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