Provides an accessible collection of recently developed nonparametric smoothing techniques for estimation and testing procedures

Explores the statistical properties of estimators and test statistics smoothed by asymmetric kernels, in comparison with those smoothed by conventional symmetric kernels

Includes real data analyses in economics and finance, overcoming the methodological issues that cannot be readilyhandled by conventional kernel methods

Autorentext
Masayuki Hirukawa, Faculty of Economics, Ryukoku University

Inhalt

1. Asymmetric kernels: definition and history.- 2. Density estimation from nonnegative observations.- 3. Regression estimation with nonnegative regressors.- 4. Model specification tests.- 5. Asymmetric kernel smoothing in action: applications in economics and finance.