Show simple item record

2000-06-01Buch DOI: 10.18452/3369
Nonparametric Estimation of Additive Models withHomogeneous Components
dc.contributor.authorHärdle, Wolfgang
dc.contributor.authorKim, Woocheol
dc.contributor.authorTripathi, Gautam
dc.date.accessioned2017-06-15T20:46:11Z
dc.date.available2017-06-15T20:46:11Z
dc.date.created2005-09-29
dc.date.issued2000-06-01
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4021
dc.description.abstractThe 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric Estimation of Additive Models withHomogeneous Components
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10047748
dc.identifier.doihttp://dx.doi.org/10.18452/3369
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages26
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2000
local.edoc.container-issue48
local.edoc.container-year2000
local.edoc.container-erstkatid2135319-0

Show simple item record