Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
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- Eric Gautier & Erwann Le Pennec, 2011. "Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding," Working Papers 2011-20, Center for Research in Economics and Statistics.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Christoph Breunig, 2018. "Varying Random Coefficient Models," Papers 1804.03110, arXiv.org.
- Durastanti, Claudio, 2016. "Adaptive global thresholding on the sphere," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 110-132.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
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Boston College Working Papers in Economics
835, Boston College Department of Economics.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gautier, Eric & Hoderlein, Stefan, 2011.
"A triangular treatment effect model with random coefficients in the selection equation,"
TSE Working Papers
15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.
- Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Eric Gautier & Stefan Hoderlein, 2012. "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015.
- Andrew Chesher & Adam M. Rosen, 2014.
"An instrumental variable random‐coefficients model for binary outcomes,"
Royal Economic Society, vol. 17(2), pages 1-19, June.
- Andrew Chesher & Adam Rosen, 2012. "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers CWP34/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers CWP32/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen, 2013. "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers 1923R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
More about this item
Keywordsadaptation; inverse problems; data-driven thresholding; random coefficients; minimax rate optimality; needlets; Discrete choice models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-25 (All new papers)
- NEP-DCM-2011-06-25 (Discrete Choice Models)
- NEP-ECM-2011-06-25 (Econometrics)
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