Analyzing the random coefficient model nonparametrically
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Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Consumer behavior, demand theory (91B42) Heterogeneous agent models (91B69) Statistical methods; economic indices and measures (91B82)
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Cites work
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Cited in
(31)- On nonparametric estimation of intercept and slope distributions in random coefficient regression
- Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
- Tests for qualitative features in the random coefficients model
- Adaptive estimation in the linear random coefficients model when regressors have limited variation
- Quantile regression methods for first-price auctions
- Nonparametric estimation of the random coefficients model: an elastic net approach
- Rate-optimal nonparametric estimation for random coefficient regression models
- Estimation of heterogeneous panels with systematic slope variations
- A note on the robustness of quantile treatment effect estimands
- The triangular model with random coefficients
- Confidence regions for images observed under the Radon transform
- Binary response correlated random coefficient panel data models
- Varying random coefficient models
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Nonparametric estimation in random coefficients binary choice models
- A similarity-based approach to time-varying coefficient non-stationary autoregression
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- Identification of joint distributions in dependent factor models
- Specification testing in random coefficient models
- Semiparametric estimation of random coefficients in structural economic models
- Identification and estimation in a linear correlated random coefficients model with censoring
- Sieve BLP: a semi-nonparametric model of demand for differentiated products
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- Endogeneity in weakly separable models without monotonicity
- Testing and relaxing the exclusion restriction in the control function approach
- Multivariate root-n-consistent smoothing parameter-free matching estimators and estimators of inverse density weighted expectations
- Bounded support in linear random coefficient models: identification and variable selection
- Support estimation and sign recovery in high-dimensional heteroscedastic mean regression
- Regularized maximum likelihood estimation for the random coefficients model
- How many consumers are rational?
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
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