Optimal Bandwidth Choice for Estimation of Inverse Conditional–Density–Weighted Expectations
نویسنده
چکیده
This addendum provides the complete proof of Theorem (2.2) and its technical lemmas for the above paper. ∗Department of Economics, Indiana University, Wylie Hall 251, 100 South Woodlawn Avenue, Bloomington, IN 47405–7104, USA. Phone: +1 (812) 855 7928. Fax: +1 (812) 855 3736. E-mail: [email protected]. Web Page: http://mypage.iu.edu/∼djachoch/
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