Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters

DOI10.1016/j.jeconom.2009.10.026zbMath1431.62646MaRDI QIDQ530987

Yong-Cai Geng, Sumit K. Garg

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.026

zbMATH Keywords

cross-validation; asymptotic equivalence; data-driven; smoothing parameters

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation