Nonparametric least squares estimation in derivative families
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Publication:736532
DOI10.1016/j.jeconom.2010.03.038zbMath1431.62156MaRDI QIDQ736532
Hall, Peter, Adonis John Yatchew
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.038
dimension reduction; cross-validation; rates of convergence; nonparametric regression; curse of dimensionality; smoothing parameter selection; cost and factor demand estimation; orthogonal series methods; partial derivative data
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation