Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach
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- Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019. "Nonparametric estimation of the random coefficients model: An elastic net approach," DICE Discussion Papers 326, University of Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
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More about this item
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- L - Industrial Organization
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