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Local-Linear-Estimation

I implement the local linear estimation described in Hansen's Econometrics.

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Hansen chapter 19 replication

'HansenCh19.m' is the code file to implement Nadaraya-Watson and Local-linear estimations. The data is generated from a bivariate Normal. 'CV_LL.m', 'CV_NW.m' are CV optimal bandwidth selection functions. 'tri_kernel.m' is triangle kernel function code. 'beta_LL.m', 'beta_NW.m' are kernel estimation function codes. The details of the function implementation are given in each files.