Local Partitioned Regression

DOI10.1111/J.1468-0262.2006.00683.XMaRDI QIDQ3410713zbMATH OpenOpenAlexFDO

Authors Stefan Hoderlein, Norbert Christopeit

Publication date 30 November 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1468-0262.2006.00683.x

zbMATH Keywords

additive modelinteraction termskernel estimationoracle efficiencyvarying coefficient model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cited in

(6)

• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
• Non-parametric regression tests using dimension reduction techniques
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• Analyzing the random coefficient model nonparametrically
• Local partitioned quantile regression
• Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables

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