IDEAS home Printed from https://ideas.repec.org/a/cup/etheor/v22y2006i01p127-157_06.html
   My bibliography  Save this article

Nonparametric Study Of Solutions Of Differential Equations

Author

Listed:
  • Vanhems, Anne

Abstract

The solution of differential equations lies at the heart of many problems in structural economics. In econometrics the general nonparametric analysis of consumer welfare is historically the most obvious application, but there are also many applications in finance and other fields. This work considers the general nonparametric form for these problems and identification conditions. It derives a kernel-based estimator and shows consistency and asymptotic normality.In particular, the link with inverse problems allows us to define it in terms of a well-posed inverse problem and to stress the regularity properties of the estimated solution.I thank Jean-Pierre Florens, Richard Blundell, Eric Renault, and Christine Thomas-Agnan for stimulating conversations, suggestions, and advice. I am very grateful to Oliver Linton and two anonymous referees for most helpful comments.

Suggested Citation

  • Vanhems, Anne, 2006. "Nonparametric Study Of Solutions Of Differential Equations," Econometric Theory, Cambridge University Press, vol. 22(1), pages 127-157, February.
  • Handle: RePEc:cup:etheor:v:22:y:2006:i:01:p:127-157_06
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0266466606060051/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Anne Vanhems & Jean-Michel Loubes, 2004. "Saturation spaces for regularization methods in inverse problems," Econometric Society 2004 North American Summer Meetings 380, Econometric Society.
    2. Kristensen, Dennis, 2008. "Estimation of partial differential equations with applications in finance," Journal of Econometrics, Elsevier, vol. 144(2), pages 392-408, June.
    3. Stefan Hoderlein & Anne Vanhems, 2018. "Estimating the distribution of welfare effects using quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 52-72, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:22:y:2006:i:01:p:127-157_06. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/ect .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.