Standard Errors for Nonparametric Regression

DOI10.1080/07474938.2020.1772563zbMath1480.62066OpenAlexW3035992559MaRDI QIDQ5861018

Ba M. Chu, Oliver B. Linton, David T. Jacho-Chávez

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2020.1772563

zbMATH Keywords

bootstrapnonparametric regressionnonparametric standard errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Local linear regression with nonparametrically generated covariates for weakly dependent data, Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician

Uses Software

• np
• crs

Cites Work

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