Local regression models
Linton, O. B.
(2008).
Local regression models.
In
Bloom, L. E. & Durlauf, S. N.
(Eds.),
The New Palgrave Dictionary of Economics
(pp. 177-179).
Palgrave Macmillan.
https://doi.org/10.1057/9780230226203.0987
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 |
|---|---|
| Copyright holders | © 2008 Palgrave Macmillan |
| Departments |
LSE > Academic Departments > Economics LSE > Research Centres > STICERD LSE > Research Centres > Financial Markets Group |
| DOI | 10.1057/9780230226203.0987 |
| Date Deposited | 05 May 2011 |
| URI | https://researchonline.lse.ac.uk/id/eprint/35859 |