Matlab code for bivariate Gaussian kernel regression with restrictions
Richard Tol ()
Economics Software Archive from Department of Economics, University of Sussex Business School
bivkernrest is a Matlab function that returns the marginal kernel densities of the two input data series, the bivariate kernel density, the conditional kernel densities, and the conditional expectations. The kernel is Gaussian; bandwidth Silverman. Unlike standard kernel regression, restrictions can be added to the otherwise free functional form.
JEL-codes: C14 C29 (search for similar items in EconPapers)
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http://www.sussex.ac.uk/economics/documents/gaussi ... sionrestrictions.zip
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Persistent link: https://EconPapers.repec.org/RePEc:sus:susesa:0313
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