Smoothing bias in the measurement of marginal effects

DOI10.1016/0304-4076(94)01715-8zbMath0843.62048OpenAlexW2041253538MaRDI QIDQ1915463

Thomas M. Stoker

Publication date: 21 August 1996

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

Full work available at URL: http://hdl.handle.net/1721.1/2372

zbMATH Keywords

smoothingnonlinear modelsderivativeslinear modelserrors-in-variablesmarginal effectskernel regression estimatorsattenuation bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

Related Items (1)

Optimal bandwidth choice for density-weighted averages

Cites Work

• Exact mean integrated squared error
• Variable bandwidth and local linear regression smoothers
• Choosing a kernel regression estimator. With comments and a rejoinder by the authors
• Local linear regression smoothers and their minimax efficiencies
• Smoothing Bias in Density Derivative Estimation
• An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form
• The Global Properties of the Minflex Laurent, Generalized Leontief, and Translog Flexible Functional Forms
• Aggregation, Efficiency, and Cross-Section Regression
• Consistent Estimation of Scaled Coefficients
• Root-N-Consistent Semiparametric Regression
• Design-adaptive Nonparametric Regression
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