Nonparametric estimation of the random coefficients model: an elastic net approach
From MaRDI portal
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)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Factor-Adjusted Regularized Model Selection
- Bootstrapping sample quantiles of discrete data
- A Bayesian mixed logit-probit model for multinomial choice
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Nonnegative-Lasso and application in index tracking
- High-dimensional simultaneous inference with the bootstrap
- Least angle regression. (With discussion)
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
- Nonnegative elastic net and application in index tracking
- Discrete Choice Methods with Simulation
- An Endogenous Segmentation Mode Choice Model with an Application to Intercity Travel
- Usage-Based Pricing and Demand for Residential Broadband
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
This page was built for publication: Nonparametric estimation of the random coefficients model: an elastic net approach
