The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Local Regression Models

  • Oliver B. Linton
Reference work entry
DOI: https://doi.org/10.1057/978-1-349-95189-5_1929

Abstract

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.

Keywords

Additive models Cobb–Douglas parametric model Conditional expectation Conditional variance GARCH models Generalized additive models Identification Linear models Local regression models Parametric models 
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Copyright information

© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Oliver B. Linton
    • 1
  1. 1.