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Semi-nonparametric estimation with Bernstein polynomials

Article ID Journal Published Year Pages File Type
9549229 Economics Letters 2005 4 Pages PDF
Abstract
This paper proposes a semi-nonparametric model based upon Bernstein polynomials. We prove that the univariate Bernstein semi-nonparametric estimator is consistent for the true function and its first and second derivatives, and thus it is globally flexible and globally regular.
Keywords
C13C14C20C51Flexible functional formsBernstein polynomials
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Semi-nonparametric estimation with Bernstein polynomials
Authors
Pok Man Chak, Neal Madras, Barry Smith,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
C13
C14
C20
C51
Flexible functional forms
Bernstein polynomials
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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