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The problem of selecting the bandwidth of a kernel regression estimator when the observed data are serially correlated is considered. The bandwidth is selected by using a version of cross-validation ...

The KDE procedure performs either univariate or bivariate kernel density estimation. Statistical density estimation involves approximating a hypothesized probability density function from observed ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...