Gradient estimation of the local-constant semiparametric smooth coefficient model

DOI10.1016/J.ECONLET.2019.108684MaRDI QIDQ2334310zbMATH OpenOpenAlexFDO

Authors Xin Geng, Kai Sun

Publication date 7 November 2019

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2019.108684

zbMATH Keywords

partial derivativesemiparametric smooth coefficient model

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• Functional coefficient instrumental variables models
• Gradient-based smoothing parameter selection for nonparametric regression estimation
• Nonparametric econometrics. Theory and practice.
• Nonparametric estimation of response coefficients
• Statistical estimation in varying coefficient models

Cited in

(1)

• Gradient-based smoothing parameter selection for nonparametric regression estimation

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