Kemp, Gordon CR and Santos Silva, JMC (2012) Regression towards the mode. Journal of Econometrics, 170 (1). pp. 92-101. DOI https://doi.org/10.1016/j.jeconom.2012.03.002
Kemp, Gordon CR and Santos Silva, JMC (2012) Regression towards the mode. Journal of Econometrics, 170 (1). pp. 92-101. DOI https://doi.org/10.1016/j.jeconom.2012.03.002
Kemp, Gordon CR and Santos Silva, JMC (2012) Regression towards the mode. Journal of Econometrics, 170 (1). pp. 92-101. DOI https://doi.org/10.1016/j.jeconom.2012.03.002
Abstract
We propose a semi-parametric mode regression estimator for the case in which the dependent variable has a continuous conditional density with a well-defined global mode. The estimator is semi-parametric in that the conditional mode is specified as a parametric function, but only mild assumptions are made about the nature of the conditional density of interest. We show that the proposed estimator is consistent and has a tractable asymptotic distribution. © 2012 Elsevier B.V. All rights reserved.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Conditional mode; Density estimation; Normal kernel; Robust regression |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences Faculty of Social Sciences > Economics, Department of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 07 Mar 2013 15:37 |
| Last Modified: | 04 Dec 2024 06:25 |
| URI: | http://repository.essex.ac.uk/id/eprint/5782 |