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
Truncated uniform Kernel function
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Re: Truncated uniform Kernel function
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."
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