Nonparametric least squares estimation in derivative families

DOI10.1016/j.jeconom.2010.03.038zbMath1431.62156OpenAlexW2032708346MaRDI QIDQ736532

Hall, Peter, Adonis John Yatchew

Publication date: 4 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.038

zbMATH Keywords

dimension reductioncross-validationrates of convergencenonparametric regressioncurse of dimensionalitysmoothing parameter selectioncost and factor demand estimationorthogonal series methodspartial derivative data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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