Truncated uniform Kernel function

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

JoaoPereira
Posts: 14
Joined: Thu Jan 03, 2013 10:56 am

Truncated uniform Kernel function

Postby JoaoPereira » Sun Feb 10, 2013 12:10 pm

Hello

In page 785 in User's guide II Eviews 7 in the table with Kernel function properties about Truncated uniform(1st line) we have a q=0 that don't correspond to the value Rb=1/5 (4th column),for according to the formulae Rb=1/(2q+1) (see below table), q should be 2 and not 0.

To put things clear I estimated a model and calculated the automatic bandwidth that confirms the value in Eviews for q=2.

So is there a bug or am I misunderstanding something?

Thks for assistance

Joao Pereira

EViews Glenn
EViews Developer
Posts: 2627
Joined: Wed Oct 15, 2008 9:17 am

Re: Truncated uniform Kernel function

Postby EViews Glenn » Mon Feb 11, 2013 12:42 pm

In the second sentence we write "The Truncated kernel does not have theoretically proscribed values...but Andrews (1991) reports Monte Carlo simulations that suggest that these values work well."


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 2 guests