Applied nonparametric methods

Wolfgang Hardle and Oliver Linton

Chapter 38 in Handbook of Econometrics, 1986, vol. 4, pp 2295-2339 from Elsevier

Abstract: We review different approaches to nonparametric density and regression estimation. Kernel estimators are motivated from local averaging and solving ill-posed problems. Kernel estimators are compared to k-NN estimators, orthogonal series and splines. Pointwise and uniform confidence bands are described, and the choice of smoothing parameter is discussed. Finally, the method is applied to nonparametric prediction of time series and to semiparametric estimation.

JEL-codes: C39 (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (10)

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Related works:
Working Paper: Applied Nonparametric Methods (1994)
Working Paper: Applied nonparametric methods (1992)
Working Paper: Applied Nonparametric Methods (1992)
Working Paper: Applied Nonparametric Methods (1992)
Working Paper: Applied Nonparametric Methods (1992)
Working Paper: Applied nonparametric methods
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