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A method of estimating the average derivative

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  • Banerjee, Anurag

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  • Banerjee, Anurag, 2007. "A method of estimating the average derivative," Journal of Econometrics, Elsevier, vol. 136(1), pages 65-88, January.
    • Handle: RePEc:eee:econom:v:136:y:2007:i:1:p:65-88
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    1. BANERJEE , Anurag N., 1994. "A Method of Estimating the Average Derivative," LIDAM Discussion Papers CORE 1994003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
    3. Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991. "Empirical Evidence on the Law of Demand," Econometrica, Econometric Society, vol. 59(6), pages 1525-1549, November.
    4. Li, Wei, 1996. "Asymptotic equivalence of estimators of average derivatives," Economics Letters, Elsevier, vol. 52(3), pages 241-245, September.
    5. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521424318, January.
    6. Newey, Whitney K & Stoker, Thomas M, 1993. "Efficiency of Weighted Average Derivative Estimators and Index Models," Econometrica, Econometric Society, vol. 61(5), pages 1199-1223, September.
    7. Greene, William, 1999. "Marginal effects in the censored regression model," Economics Letters, Elsevier, vol. 64(1), pages 43-49, July.
    8. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521370905, January.
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    Cited by:

    1. Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Corinna Manig & Alessio Moneta, 2014. "More or better? Measuring quality versus quantity in food consumption," Journal of Bioeconomics, Springer, vol. 16(2), pages 155-178, July.
    3. Brendan Kline & Justin L. Tobias, 2008. "The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 767-793.
    4. Cattaneo, Matias D. & Farrell, Max H., 2013. "Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators," Journal of Econometrics, Elsevier, vol. 174(2), pages 127-143.
    5. Banerjee Anurag & Pitarakis Jean-Yves, 2014. "Functional cointegration: definition and nonparametric estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 507-520, December.
    6. Banerjee, Anurag N., 2002. "A method of estimating the average derivative: the multivariate case," Discussion Paper Series In Economics And Econometrics 0215, Economics Division, School of Social Sciences, University of Southampton.
    7. Banerjee, Anurag N., 2002. "A method of estimating the average derivative: the multivariate case," Discussion Paper Series In Economics And Econometrics 215, Economics Division, School of Social Sciences, University of Southampton.

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