Schafgans, Marcia M; Zinde-Walshyz, Victoria - Suntory and Toyota International Centres for Economics … - 2008
nonparametric demand studiesutilize estimation of average derivatives (sometimes weighted) of theconditional mean function … smoothness and lack of precise knowledge of degreeof smoothness and propose an estimation strategy that produces the bestpossible … mean squared error that depends on the bandwidth.Estimation of the components of the AMSE, of the optimal bandwidths …