Local Partitioned Regression

DOI10.1111/j.1468-0262.2006.00683.xzbMath1128.62047OpenAlexW2110288676MaRDI QIDQ3410713

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

kernel estimationadditive modelvarying coefficient modeloracle efficiencyinteraction terms

Mathematics Subject Classification ID

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

Related Items (5)

LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Non‐parametric Regression Tests Using Dimension Reduction Techniques ⋮ Identification and estimation of local average derivatives in non-separable models without monotonicity ⋮ Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions ⋮ ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY

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