Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators
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More about this item
Keywords
Bandwidth selection; semiparametric; single-index model; bootstrap; m-out-of-n bootstrap; kernel smoothing;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-10-24 (Econometrics)
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