A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression
This paper explores a paradox discovered in recent work by Phillips and Su (2009). That paper gave an example in which nonparametric regression is consistent whereas parametric regression is inconsistent even when the true regression functional form is known and used in regression. This appears to b...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2009
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1169 https://ink.library.smu.edu.sg/context/soe_research/article/2168/viewcontent/Paradox_of_Inconsistent_Parametric_2009_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |