Nonparametric estimation of the random coefficients model: an elastic net approach
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Publication:2155297
DOI10.1016/j.jeconom.2020.11.010OpenAlexW3133392554MaRDI QIDQ2155297
Maximilian Osterhaus, Florian Heiss, Stephan Hetzenecker
Publication date: 15 July 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.08434
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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