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Cattaneo, Matias D. 1 Crump, Richard K. 1 Jansson, Michael 1
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CREATES Research Paper 2008-24 1
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Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
Cattaneo, Matias D. - 2008
This paper proposes (apparently) novel standard error formulas for the density-weighted average derivative estimator of Powell, Stock, and Stoker (1989). Asymptotic validity of the standard errors developed in this paper does not require the use of higher-order kernels and the standard errors...
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