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Modelling Nonlinear Economic Time Series$
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Timo Teräsvirta, Dag Tjøstheim, and Clive W. J. Granger

Print publication date: 2010

Print ISBN-13: 9780199587148

Published to Oxford Scholarship Online: May 2011

DOI: 10.1093/acprof:oso/9780199587148.001.0001

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Basic nonparametric estimates

Basic nonparametric estimates

Chapter:
(p.329) 13 Basic nonparametric estimates
Source:
Modelling Nonlinear Economic Time Series
Author(s):

Timo Teräsvirta

Dag Tjøstheim (Contributor Webpage)

W. J. Granger

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199587148.003.0013

There are several books on the topics treated in this chapter. For completeness and ease of reference, in the present chapter a brief summary of some results in this area is presented. Among other things, kernel estimation, choice of bandwidth and local polynomial estimation are briefly discussed.

Keywords:   density estimation, nonparametric regression estimation, kernel estimation, choice of bandwidth, local polynomial estimation

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