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
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 |
| Uncontrolled Keywords: | additive models, Cobb–Douglas parametric model, conditional expectation, conditional variance, GARCH models, generalized additive models, identification, linear models, local regression models, parametric models |
| Library of Congress subject classification: | 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 |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/35859/ |
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