A review of non-parametric curve estimation methods with application to Econometrics

Ronaldo Dias ()
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Ronaldo Dias: Unicamp

Economia, 2002, vol. 3, issue 1, pages 31-75

Abstract: Various features of econometric data can be analyzed by non-parametric approach. This review summarizes some of the most important procedures in curve estimation that has been very useful in the field of econometrics. Specifically, it describes the theory and the applications of non-parametric density and regression estimation problems with emphases in kernel, nearest neighbor, variable kernel, orthogonal series, smoothing splines, logsplines and H-splines methods.

Keywords: Kernel estimation; cross-validation; orthogonal series; B-splines (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Date: 2002

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