Search Results - subject:"Bandwidth Selection"

Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

Arai, Yoichi; Ichimura, Hidehiko - In: Quantitative Economics 9 (2018) 1, pp. 441-482

A new bandwidth selection method that uses different bandwidths for the local linear regression estimators on the left … treatment effect at the cut-off point. The asymptotic mean squared error of the estimator using the proposed bandwidth selection … method is shown to be smaller than other bandwidth selection methods proposed in the literature. The approach that the …

Persistent link: https://www.econbiz.de/10011995521

Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

Arai, Yoichi; Ichimura, Hidehiko - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 441-482

Persistent link: https://www.econbiz.de/10011884511

Nonparametric quantile regression estimation with mixed discrete and continuous data

Li, Degui; Li, Qi; Li, Zheng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 741-756

Persistent link: https://www.econbiz.de/10012587976

Data-driven local polynomial for the trend and its derivatives in economic time series

Feng, Yuanhua; Gries, Thomas - 2017

Persistent link: https://www.econbiz.de/10011641559

Possibly nonstationary cross-validation

Bandi, Federico M.; Corradi, Valentina; Wilhelm, Daniel - 2016

Cross-validation is the most common data-driven procedure for choosing smoothing parameters in nonparametric regression. For the case of kernel estimators with iid or strong mixing data, it is well-known that the bandwidth chosen by crossvalidation is optimal with respect to the average squared...

Persistent link: https://www.econbiz.de/10011445799