Using simulation methods for bayesian econometric models: inference,development and communication: some comments |
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| Authors: | G. M. Martin C. S. Forbes |
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| Affiliation: | Department of Econometrics and Business Statistics , Monash University , Clayton, 3168, Australia |
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| Abstract: | We extend the average derivatives estimator to the case of functionally dependent regressors. We show that the proposed estimator is consistent and has a limiting normal distribution. A consistent covariance matrix estimator for the proposed estimator is provided. |
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| Keywords: | Nonparametric estimation Functional dependency Average derivatives estimator JEL Classification: C2, C4 |
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