ADAPTIVE: RATS program to estimate a linear regression using an adaptive kernel estimator

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Demonstrates adaptive kernel estimation: a two-step procedure for adjusting the estimates of a linear model based upon an estimated density for the residuals.

Language: RATS
Requires: RATS 11.00
Keywords: Nonparametric; regression (search for similar items in EconPapers)
Date: 2026-01-02
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