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Matlab code for bivariate Gaussian kernel regression with restrictions

Author

Listed:
  • Richard Tol

    (Department of Economics, University of Sussex)

Programming Language

Matlab

Abstract

bivkernrest is a Matlab function that returns the marginal kernel densities of the two input data series, the bivariate kernel density, the conditional kernel densities, and the conditional expectations. The kernel is Gaussian; bandwidth Silverman. Unlike standard kernel regression, restrictions can be added to the otherwise free functional form.

Suggested Citation

  • Richard Tol, 2013. "Matlab code for bivariate Gaussian kernel regression with restrictions," Economics Software Archive 0313, Department of Economics, University of Sussex Business School.
    • Handle: RePEc:sus:susesa:0313
    as

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    File URL: http://www.sussex.ac.uk/economics/documents/gaussiankernelregressionrestrictions.zip
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    More about this item

    Keywords

    Matlab;

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C29 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Other

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