The practice of non-parametric estimation by solving inverse problems: the example of transformation models
Abstract. This model is used as an example to illustrate the practice of the estimation by solving linear functional equations. This paper is specially focused on the data-driven selection of the regularization parameter and of the bandwidths. Simulations experiments illustrate the relevance of this approach. Copyright (C) 2010 The Author(s). The Econometrics Journal (C) 2010 Royal Economic Society
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Bibliographic InfoArticle provided by Royal Economic Society in its journal Econometrics Journal.
Volume (Year): 13 (2010)
Issue (Month): 3 (October)
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- Fève, Frédérique & Florens, Jean-Pierre, 2014. "Iterative algorithm for non parametric estimation of the instrumental variables quantiles," Economics Letters, Elsevier, vol. 123(3), pages 300-304.
- Florens, Jean-Pierre & Simoni, Anna, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Journal of Econometrics, Elsevier, vol. 170(2), pages 458-475.
- Senay Sokullu, 2012. "Nonparametric Estimation of Semiparametric Transformation Models," Bristol Economics Discussion Papers 12/625, Department of Economics, University of Bristol, UK.
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