KOBV Portal

Hits per page

hit 1 - 1 | 1 hit

Sorting

Online Resource

Nonparametric Estimation of Additive Models withHomogeneous Components (2000)

Härdle, Wolfgang Karl ; Kim, Woocheol ; Tripathi, Gautam

Berlin : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät

add to watchlist on the watchlist

Details

UID:

edochu_18452_4021

Format: 1 Online-Ressource (26 Seiten)

ISSN: 1436-1086

Series Statement: 2000,48

Content: The importance of homogeneity as a restriction on functional forms has been well recognized in economic theory. Imposing additive separability is also quite popular since many economics models become easier to interpret and estimate when the explanatory variables are additively separable. In this paper we combine the two restrictions and propose a two step nonparametric procedure for estimating additive models whose unknown component functions may be homogeneous of known degree. In the first step we obtain preliminary estimates of the components by imposing homogeneity on local linear fits. In the second step these pilot estimates are marginally integrated to produce estimators of the additive components which possess optimal rates of convergence. We derive the asymptotic theory of these two step estimators and illustrate their use on data collected from livestock farms in Wisconsin.

Language: English

DOI: 10.18452/3369

URN: urn:nbn:de:kobv:11-10047748

URL: Volltext (kostenfrei)

Bookmarklink

Library	Location	Call Number	Volume/Issue/Year	Availability

Others were also interested in ...

Online Resource

Fulltext

HU Berlin

hit 1 - 1 | 1 hit

Nothing or not found what you are looking for? Please check your search query or use the Interlibrary Loan Search.

Kooperativer Bibliotheksverbund

Berlin Brandenburg