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Local regression models

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
Subjects: H Social Sciences > HB Economic Theory
Sets: Departments > Economics
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Date Deposited: 05 May 2011 12:58
Last Modified: 18 May 2011 09:53
URI: http://eprints.lse.ac.uk/id/eprint/35859

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