dealing with more than one lag. When the mean has an additive structure, however, better estimation methods are available … estimation of the conditional mean, it is equally if not more important to measure the future risk of the series along with the … interpretation of each lagged value's influence on such a function. In this paper we consider the joint estimation of both the …

estimated via local polynomials with loess or kernel weighting, asymptotic theory is derived for the latter. In keeping with the … without deriving asymptotic theory on a case-by-case basis. The methods are applied to a series of examples. The application … to nutrition is called "nonparametric calibration" after the term used for studies in that field. Other applications …

techniques, regression splines and kernel estimation, of which both can be used in the presence of measurement error. Within the … ; Measurement Error ; Local Polynomial Regression ; SIMEX ; Asymptotic theory ; Estimating Equations ; Nonlinear Regression … ; Bandwidth Selection ; Regression Splines ; Sandwich Estimation …

paper extends this approach to the simultaneous estimation of both the function and its derivatives by combining the … integration procedure with a local polynomial approach. Finally the merits of this procedure with respect to the estimation of a … ; Additive Models ; Derivative Estimation ; Production Function …

need for devices such as second derivative estimation and multiple bandwidths of different order. We derive a similar … estimator in the context of local (multivariate) estimation based on estimating functions. As expected, this lower order bias is …