Question: Explain why equation (21.4) estimated on the subsample for which jX cj h is identical to a local linear regression with a Rectangular bandwidth.
Explain why equation (21.4) estimated on the subsample for which jX ¡cj · h is identical to a local linear regression with a Rectangular bandwidth.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
