Smoothing bias in the measurement of marginal effects

DOI10.1016/0304-4076(94)01715-8MaRDI QIDQ1915463zbMATH OpenOpenAlexFDO

Authors 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

attenuation biasderivativeserrors-in-variableskernel regression estimatorslinear modelsmarginal effectsnonlinear modelssmoothing

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(2)

• Optimal bandwidth choice for density-weighted averages
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