Abstract
In this paper we present a class of nonparametric estimates of densities which are asymptotically unbiased and consistent. We point out various applications of these density estimates in econometrics. Some illustrative examples, using economic data, are also given.
This is a revised version of the paper presented at the First Econometric Group Meeting held in Kingston, Ontario, Canada in 1984. The authors are grateful to the NSERC for support, and to Virginia Ho for excellent research assistance. They are also thankful to R. Carter, D. Poirier, and J. Mackinnon for useful comments on an earlier version of this paper.
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Ullah, A., Singh, R.S. (1989). Estimation of a Probability Density Function with Applications to Nonparametric Inference in Econometrics. In: Raj, B. (eds) Advances in Econometrics and Modelling. Advanced Studies in Theoretical and Applied Econometrics, vol 15. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-7819-6_5
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DOI: https://doi.org/10.1007/978-94-015-7819-6_5
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