Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Institut d'Économie Appliquée, HEC Montréal (École … - 2007
proposing a nonparametric approach. By using a gamma, a beta, or a local linear kernel (also called boundary kernels), in a … product kernel, the suggested estimator becomes simple in implementation and robust to the well known boundary bias problem …