Smooth Improved Estimators of Econometric Parameters
نویسنده
چکیده
In this paper we use nonparametric kernel density estimation techniques to develop a new class of smooth estimators for the parameters in SURE and simultaneous equations models. The eeciency property of the proposed estimators is also analysed. are thankful to H. L utkepohl and a referee for useful comments on the earlier version of this paper.
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