{"created":"2021-03-01T07:02:22.006593+00:00","id":42472,"links":{},"metadata":{"_buckets":{"deposit":"3f78430f-2bb2-4024-a26d-4240da531970"},"_deposit":{"id":"42472","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42472"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042472","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2006-06","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-431","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"To improve two existing bandwidth choice rules for kernel HAC estimation by Andrews (1991) and Newey and West (1994), this paper proposes to estimate an unknown quantity in the optimal bandwidth (called the normalized curvature) with a general class of kernels and derives the bandwidth that minimizes the asymptotic mean squared error of this estimator. The theory of the two-stage plug-in bandwidth selection and a reliable implementation method are developed. It is shown that the optimal bandwidth for the kernel-smoothed normalized curvature estimator should diverge at a slower rate than the one for the HAC estimator with the same kernel. Finite sample performances of the new HAC estimator are assessed through Monte Carlo simulations.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2006/2006cf431ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Concordia University"},{"subitem_text_value":"CIREQ"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Hirukawa, Masayuki"}],"nameIdentifiers":[{"nameIdentifier":"97733","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"covariance matrix estimation","subitem_subject_scheme":"Other"},{"subitem_subject":"kernel smoothing","subitem_subject_scheme":"Other"},{"subitem_subject":"bandwidth selection","subitem_subject_scheme":"Other"},{"subitem_subject":"asymptotic mean squared error","subitem_subject_scheme":"Other"},{"subitem_subject":"solve-the-equation plug-in","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classification Numbers: C13, C22, C32","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42472","relation_version_is_last":true,"title":["A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:15:30.069639+00:00"}