Gradient-based bandwidth selection for estimating average derivatives
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DOI: 10.1016/j.econlet.2015.12.005
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References listed on IDEAS
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More about this item
Keywords
Average derivatives estimation; Kernel smoothing; Optimal bandwidth selection;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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