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
Ähnliche Objekte (12)
Nonparametric estimation of homogeneous function
Nonparametric estimation of additive models with homogeneous components
Nonparametric estimation of generalized impulse response function
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk
Nonparametric estimation of an additive model with a link function
Nonparametric estimation of an additive model with a link function
Nonparametric estimation of homogeneous functions
Nonparametric instrumental variable estimation
Nonparametric function estimation of the relationship between two repeatedly measured variables
Nonparametric estimation of finite mixtures
Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction
Nonparametric instrumental variable estimation under monotonicity
Nonparametric estimation of homogeneous function
Nonparametric estimation of additive models with homogeneous components
Nonparametric estimation of generalized impulse response function
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk
Nonparametric estimation of an additive model with a link function
Nonparametric estimation of an additive model with a link function
Nonparametric estimation of homogeneous functions
Nonparametric instrumental variable estimation
Nonparametric function estimation of the relationship between two repeatedly measured variables
Nonparametric estimation of finite mixtures
Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction
Nonparametric instrumental variable estimation under monotonicity
Nonparametric estimation of homogeneous function
Nonparametric estimation of additive models with homogeneous components
Nonparametric estimation of generalized impulse response function
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk
Nonparametric estimation of an additive model with a link function
Nonparametric estimation of an additive model with a link function
Nonparametric estimation of homogeneous functions
Nonparametric instrumental variable estimation
Nonparametric function estimation of the relationship between two repeatedly measured variables
Nonparametric estimation of finite mixtures
Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction