Asymmetric kernel smoothing. Theory and applications in economics and finance (Q721138)

The author presents a collection of estimation and testing procedures using asymmetric kernels.\newline The book consists of six chapters. Chapter 1 introduces the asymmetric kernels. Chapters 2 and 3 deal with density estimation. Chapter 4 explains nonparametric regression estimation. Chapter 5 illustrates model specification tests smoothed by asymmetric kernels. Chapter 6 presents two applications of asymmetric kernel smoothing to real data.\newline Designed as a mixture of theoretical foundations and economic and financial applications of asymmetric kernel smoothing, the book is a complement to existing books on standard kernel smoothing techniques.