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  • Kernel Regression

    I am trying to apply kernel regression to detect technical patterns in stock market prices. Attached is the paper that I am trying to replicate. Does anyone know that commands to be used to replicate the paper if I already have stock prices data? https://www.cis.upenn.edu/~mkearns/t.../cis700/lo.pdf


  • #2
    I think you should look into "npregress kernel" if you have stata 15 or higher,

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    • #3
      I have STATA 15.

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