par Desdoigts, Alain
Référence Computational statistics, 11, 4, page (481-494)
Publication Publié, 1996
Article révisé par les pairs
Résumé : Key economic issues such as the "convergence" hypothesis can be undertaken with non parametric techniques. As they impose no structure on the data, natural experiments within explicit probability models can be examined. However, the conclusions which will be drawn from any scenario, whatever the underlying economic problem is, are crucially dependent on the choice of the smoothing parameter which may not be issued by subjective choices. Thus, we present how least-squares cross-validation can be implemented within XploRe -an interactive statistical computing environment, and re-examine the economic issue of convergence.