Local nonlinear least squares: using parametric information in nonparametric regression

DOI10.1016/S0304-4076(00)00031-2zbMath0999.62031MaRDI QIDQ1588305

Pedro L. Gozalo, Oliver B. Linton

Publication date: 3 December 2002

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

zbMATH Keywords

kernellocal regressionbinary choiceparametric regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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Uses Software

• KernSmooth

Cites Work

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