SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS

DOI10.1017/S0266466616000396zbMath1415.91141OpenAlexW4240116162MaRDI QIDQ5371151

Stefan Hoderlein, Lars P. Nesheim, Anna Simoni

Publication date: 25 October 2017

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

Full work available at URL: https://doi.org/10.1017/s0266466616000396

zbMATH Keywords

random coefficientssemiparametric estimationstructural economic models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Nonparametric estimation in case of endogenous selection ⋮ Nonparametric errors in variables models with measurement errors on both sides of the equation ⋮ NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION

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