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BUG: Incorrect weight calculationfor Parzen/Gallant #170

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bashtage opened this issue Sep 28, 2018 · 0 comments · Fixed by #171
Closed

BUG: Incorrect weight calculationfor Parzen/Gallant #170

bashtage opened this issue Sep 28, 2018 · 0 comments · Fixed by #171

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@bashtage
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Wrongly placed parentheses in parzen weights. Was

w[z > 0.5] = 2 * (1 - z[z > 0.5] ** 3)

should be

w[z > 0.5] = 2 * (1 - z[z > 0.5]) ** 3

From #168
bashtage added a commit that referenced this issue Sep 28, 2018
@bashtage
BUG: Fix incorrect parzen weights
0f63bfb 
Fix high-lag parzen weights

closes #170
closes #168
bashtage added a commit that referenced this issue Sep 28, 2018
@bashtage
BUG: Fix incorrect parzen weights
0fc39a4 
Fix high-lag parzen weights

closes #170
closes #168
@bashtage bashtage mentioned this issue Sep 28, 2018
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Fix parzen weights bashtage/linearmodels
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@bashtage