pss/matlab/readme

This directory contains a procedure to calculate Powell, Stock, and Stoker's (Econometrica 1989) density weighted average derivative estimator.

This is created and maintained by Jeff Campbell. (jcampbell@frbchi.org) 

Its contents are

pssiv.m         Matlab script. If it is called without defining the structure pssivARG, it runs the procedure on a Monte Carlo example (one replication) If it is called with pssivARG, it takes data and bandwidth choices from it.

pssivF.m        Matlab function. A wrapper for pssiv.m. Takes data and bandwidth as inputs and outputs estimates and their estimated variance-covariance matrix.

/html           Published version of the pssiv.m

readme.txt      This file