Analyzing the random coefficient model nonparametrically

DOI10.1017/S0266466609990119zbMATH Open1191.62064OpenAlexW2011449618MaRDI QIDQ3577702FDOQ3577702

Authors: Stefan Hoderlein, Jussi Klemelä, Enno Mammen 

Publication date: 23 July 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609990119

Recommendations

• Nonparametric estimation in random coefficients binary choice models
• On nonparametric estimation of intercept and slope distributions in random coefficient regression
• Tests for qualitative features in the random coefficients model
• Semiparametric estimation of random coefficients in structural economic models
• A simple nonparametric approach to estimating the distribution of random coefficients in structural models

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42) Heterogeneous agent models (91B69)

Cites Work

• Kernel density estimation with spherical data
• Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
• Econometric analysis of cross section and panel data.
• Comparing nonparametric versus parametric regression fits
• Estimation of densities and derivatives of densities with directional data.
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Efficient Inference in a Random Coefficient Regression Model
• The Radon transform.
• The mathematics of computerized tomography
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity
• Some Estimators for a Linear Model with Random Coefficients
• The oscillation behavior of empirical processes: The multivariate case
• Minimax theory of image reconstruction
• A consistent semiparametric estimation of the consumer surplus distribution
• Wavelet decomposition approaches to statistical inverse problems
• Speed of estimation in positron emission tomography and related inverse problems
• Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
• Estimating coefficient distributions in random coefficient regressions
• On nonparametric estimation of intercept and slope distributions in random coefficient regression
• Positron emission tomography and random coefficients regression
• Local Partitioned Regression

Cited In (26)

• Confidence regions for images observed under the Radon transform
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Estimation of heterogeneous panels with systematic slope variations
• Identification of joint distributions in dependent factor models
• Tests for qualitative features in the random coefficients model
• Identification and estimation in a linear correlated random coefficients model with censoring
• Rate-optimal nonparametric estimation for random coefficient regression models
• A similarity-based approach to time-varying coefficient non-stationary autoregression
• How many consumers are rational?
• Varying random coefficient models
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• Nonparametric estimation of the random coefficients model: an elastic net approach
• Endogeneity in weakly separable models without monotonicity
• Testing and relaxing the exclusion restriction in the control function approach
• A simple nonparametric approach to estimating the distribution of random coefficients in structural models
• Specification testing in random coefficient models
• Quantile regression methods for first-price auctions
• Binary response correlated random coefficient panel data models
• The triangular model with random coefficients
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
• Adaptive estimation in the linear random coefficients model when regressors have limited variation
• Nonparametric estimation in random coefficients binary choice models
• A note on the robustness of quantile treatment effect estimands
• Semiparametric estimation of random coefficients in structural economic models
• Sieve BLP: a semi-nonparametric model of demand for differentiated products
• Nonparametric identification of the distribution of random coefficients in binary response static games of complete information

This page was built for publication: Analyzing the random coefficient model nonparametrically

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3577702)