EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"density-weighted average derivatives"
Narrow search

Narrow search

Year of publication
Subject
All
Semiparametric estimation 1 density-weighted average derivatives 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Cattaneo, Matias D. 1 Crump, Richard K. 1 Jansson, Michael 1
Institution
All
School of Economics and Management, University of Aarhus 1
Published in...
All
CREATES Research Papers 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - School of Economics and Management, University of Aarhus - 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...
Persistent link: https://www.econbiz.de/10005787552
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...