Infinite order cross-validated local polynomial regression
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Publication:2343824
DOI10.1016/j.jeconom.2014.06.003zbMath1331.62229MaRDI QIDQ2343824
Hall, Peter, Jeffrey S. Racine
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://socserv.mcmaster.ca/econ/rsrch/papers/archive/2013-05.pdf
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
Uses Software