Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models
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- Senay Sokullu & Sami Stouli, 2016. "Cross-Validation Selection of Regularization Parameter(s) for Semiparametric Transformation Models," Bristol Economics Discussion Papers 16/672, Department of Economics, University of Bristol, UK, revised 08 Nov 2017.
References listed on IDEAS
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More about this item
KeywordsNonparametric IV Regression; Transformation Models; Cross-Validation; Tikhonov Regularisation; Ill-Posed Inverse Problems.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
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