Two-Stage Method Based on Local Polynomial Fitting for a Linear Heteroscedastic Regression Model and Its Application in Economics

Table 1

Values of MISE under different orders and bandwidths.

MISE	ℎ=0.2	ℎ=0.3	ℎ=0.4	ℎ=0.5	ℎ=0.6	ℎ=0.7	ℎ=0.8
𝑝=1	4.383078	3.852483	2.5617354	1.215800	3.853911	6.459762	9.307465
𝑝=2	1.325719	8.152896	2.265193	0.289220	0.945407	1.245113	1.413955
𝑝=3	5.303323	2.320999	2.805549	1.512751	2.322089	3.784113	3.854334