Kernel Nonparametric Estimation

Myoung-jae Lee

Chapter Chapter 7 in Micro-Econometrics, 2008, pp 303-362 from Springer

Abstract: Abstract Some regression models are fully parametric in that both the regression function and the error term distribution are parametrically specified, whereas some are semiparametric in the sense that only the regression function is parametrically specified—LSE is semiparametric in this sense.

Keywords: Mean Square Error; Asymptotic Distribution; Coverage Probability; Asymptotic Variance; Kernel Estimator (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/b60971_7

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