Local regression models
Linton, Oliver B.
(2008)
Local regression models.
In:
The New Palgrave Dictionary of Economics.
Palgrave Macmillan, Hampshire, UK, pp. 177-179.
ISBN 9780333786765
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 | Chapter |
|---|---|
| Keywords | additive models,Cobb–Douglas parametric model,conditional expectation,conditional variance,GARCH models,generalized additive models,identification,linear models,local regression models,parametric models |
| Departments |
Economics STICERD Financial Markets Group |
| DOI | 10.1057/9780230226203.0987 |
| Date Deposited | 05 May 2011 12:58 |
| URI | https://researchonline.lse.ac.uk/id/eprint/35859 |