Linton, Oliver B. (2008) Local regression models. In: Bloom, Lawrence E and Durlauf, Steven N, (eds.) The New Palgrave Dictionary of Economics. Palgrave Macmillan, Hampshire, UK, pp. 177-179. ISBN 9780333786765
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Identification Number: 10.1057/9780230226203.0987
Abstract
This article discusses local regression models, that is, regression models where the parameters are allowed to vary with some covariates either in a completely unrestricted fashion or in an intermediate way with some exclusion restrictions that make some parameters vary only with some covariates. Special cases are nonparametric regression and additively separable nonparametric regression.
| Item Type: | Book Section |
|---|---|
| Official URL: | http://www.palgrave.com |
| Additional Information: | © 2008 Palgrave Macmillan |
| Divisions: | Economics STICERD Financial Markets Group |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 05 May 2011 12:58 |
| Last Modified: | 11 Dec 2024 17:16 |
| URI: | http://eprints.lse.ac.uk/id/eprint/35859 |
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