no code implementations • 31 Dec 2022 • Matias D. Cattaneo, Max H. Farrell, Michael Jansson, Ricardo Masini
The resulting inference procedures based on small bandwidth asymptotics were found to exhibit superior finite sample performance in simulations, but no formal theory justifying that empirical success is available in the literature.
2 code implementations • 28 Nov 2018 • Matias D. Cattaneo, Michael Jansson, Xinwei Ma
This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques.