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The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models

  • Fève, Frédérique
  • Florens, Jean-Pierre

. 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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Paper provided by Institut d'Économie Industrielle (IDEI), Toulouse in its series IDEI Working Papers with number 615.

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Date of creation: 2009
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Publication status: Published in The Econometrics Journal, vol. 13, n. 3, October 2010, p. 1-27.
Handle: RePEc:ide:wpaper:22795
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