Choosing the optimal bandwidth in case of correlated data

In case of estimating growth curves nonparametrically onc faces the fact that the data driven bandwidth selectors published in standard textbooks mostly choose bandwidths much too low. This is due to the positive autocorrelation observed in growth data. This paper introduces an easy way to incorporate this effect in the known concept of penalizing functions.

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Year of publication:	1995
Authors:	Brachmann, Klaus
Publisher:	Cologne : University of Cologne, Seminar of Economic and Social Statistics

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Series:	Discussion Papers in Statistics and Econometrics ; 8/95
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	661931668 [GVK] hdl:10419/45800 [Handle] RePEc:zbw:ucdpse:895 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010304761