Many important models utilize estimation of average derivatives of the conditional mean function. Asymptotic results in the literature on density weighted average derivative estimators (ADE) focus on convergence at parametric rates; this requires making stringent assumptions on smoothness of the...

This report contains impressions of a participant of the Canadian Econometric Study Group meeting held in October, 2006 in Niagara Falls.

Nonparametric estimation is widely used in statistics and econometrics with many asymptotic results relying on smoothness of the underlying distribution, however, there are cases where such assumptions may not hold in practice. Lack of smoothness may have undesirable consequences such as an...

This report contains impressions of a participant of the UK Econometric Study Group meeting held on July 13-15, 2006 in Bristol, UK.