A Bias-corrected Parametrically Guided Nonparametric Regression Estimator
2007/08/21
研討會日期 : 2007-08-21
時間 : 15:00
主講人 : Prof. Hung-Pin Lai
地點 : B棟110室
演講者簡介 : Prof. Hung-Pin Lai為Ph.D. in Economics, Pennsylvania State University（2003）。
目前為中正大學經濟系助理教授。
其主要研究領域為Macroeconomic Theory、Econometrics。
演講摘要 : This paper introduces a new nonparametric regression estimator, where the parametric model is nested in the nonparametric regression. The suggested estimator is an extension of the local polynomial regression estimator. The asymptotic distribution of the estimator is derived. Our Monte Carlo simulation also shows that the suggested estimator has good finite sample performance.
