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Title:Choosing the optimal bandwidth in case of correlated data PDF Logo
Authors:Brachmann, Klaus
Issue Date:1995
Series/Report no.:Discussion papers in statistics and econometrics 8/95
Abstract:In case of estimating growth curves nonparametrically onc faces the fact that the data driven bandwidth selectors published in standard textbooks mostly choose bandwidths much too low. This is due to the positive autocorrelation observed in growth data. This paper introduces an easy way to incorporate this effect in the known concept of penalizing functions.
Document Type:Working Paper
Appears in Collections:Discussion Papers in Statistics and Econometrics, Seminar für Wirtschafts- und Sozialstatistik, Universität Köln

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