Dagum, Estela; Luati, Alessandra - In: Studies in Nonlinear Dynamics & Econometrics 8 (2007) 2, pp. 1204-1204
Following Henderson (1916) who developed a smoothing measure as a function of the weight system of a linear filter, Dagum and Luati (2002a) proposed a set of local statistical measures of bias, variance and mean square error which are intrinsic to the smoother and, thus, independent of the data...
