HIGHLIGHTS
- who: Sebastian Calonico and collaborators from the Columbia University have published the article: nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference, in the Journal: (JOURNAL)
- what: This article also proposes a simple way of estimating optimal bandwidths in practice that always delivers the optimal mean square error convergence rate regardless of the specific evaluation point that is no matter whether it is implemented at a boundary or interior point. This approach departs from those employing homoskedasticity consistent variance estimators, which are implemented in most (if not all) packages currently available, because it has . . .
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