Arbeitspapier
Nonparametric estimation of homogeneous function
Consider the regression y = f(x) + e ' where E (e | x) = 0 and the exact functional form of f is unknown, although we do know that it is homogeneous of known degree r. Using a local linear approach we examine two ways of nonparametrically estimating f: (i) a direct or numeraire approach, and (ii) a projection based approach. We show that depending upon the nature of the conditional variance var (E | x), one approach may be asymptotically better than the other. Results of a small simulation experiment are presented to support our findings.
- Sprache
-
Englisch
- Erschienen in
-
Series: SFB 373 Discussion Paper ; No. 2000,85
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Tripathi, Gautam
Kim, Woocheol
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (wo)
-
Berlin
- (wann)
-
2000
- Handle
- URN
-
urn:nbn:de:kobv:11-10048116
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Tripathi, Gautam
- Kim, Woocheol
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Entstanden
- 2000
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