Bruce E. Hansen


Programs -- NonParametric Estimation


"Exact Mean Integrated Squared Error of Higher-Order Kernels" Econometric Theory (2005). [Download].

"Bandwidth Selection for Nonparametric Distribution Estimation" unpublished working paper (2004). [Download].

"Nonparametric Estimation of Smooth Conditional Distributions" unpublished working paper (2004). [Download].

"Interval Forecasts and Parameter Uncertainty" Journal of Econometrics (2006). [Download].

"Nonparametric Sieve Regression: Least Squares, Averaging Least Squares, and Cross-Validation". [Download].