The triangular model with random coefficients

DOI10.1016/j.jeconom.2017.05.018zbMath1391.62058OpenAlexW3122215256MaRDI QIDQ2405910

Hajo Holzmann, Stefan Hoderlein, Alexander Meister

Publication date: 28 September 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/EC-P/wp894.pdf

zbMATH Keywords

identificationendogeneitycharacteristic functionrandom coefficientsnonparametric estimationdemand analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

Related Items (10)

Varying random coefficient models ⋮ Nonparametric identification of the distribution of random coefficients in binary response static games of complete information ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Testing and relaxing the exclusion restriction in the control function approach ⋮ Rate-optimal nonparametric estimation for random coefficient regression models ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Specification testing in random coefficient models ⋮ Tests for qualitative features in the random coefficients model ⋮ Adaptive estimation in the linear random coefficients model when regressors have limited variation ⋮ Identification and estimation in a linear correlated random coefficients model with censoring

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