Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - In: Econometrics : open access journal 4 (2016) 2, pp. 1-27
This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous … of the unobserved errors, while the regression function is estimated using the Nadaraya-Watson estimator admitting … nonparametric regression model of the Australian All Ordinaries returns and the kernel density estimation of gross domestic product …