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Author Brachmann, Klaus
Source EconStor
Content type Text
Publisher University of Cologne, Seminar of Economic and Social Statistics
File Format Binary file ♦ PDF
Language English
Subject Domain (in DDC) Social sciences ♦ Economics
Abstract In case of estimating growth curves nonparametrically onc faces the fact that the data driven bandwidth selectors published in standard textbooks mostly choose bandwidths much too low. This is due to the positive autocorrelation observed in growth data. This paper introduces an easy way to incorporate this effect in the known concept of penalizing functions.
Part of series Discussion Papers in Statistics and Econometrics x8/95
Learning Resource Type Article
Publisher Date 1995-01-01
Publisher Place Cologne
Rights Holder