ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY

DOI10.1017/S0266466609990119zbMath1191.62064OpenAlexW2011449618MaRDI QIDQ3577702

Enno Mammen, Jussi Klemelä, Stefan Hoderlein

Publication date: 23 July 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609990119

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42) Heterogeneous agent models (91B69)

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