EconPapers    
Economics at your fingertips  
 

The practice of non-parametric estimation by solving inverse problems: the example of transformation models

Frédérique Feve and Jean-Pierre Florens

Econometrics Journal, 2010, vol. 13, issue 3, S1-S27

Abstract: . 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

Date: 2010
References: Add references at CitEc
Citations View citations in EconPapers (14) Track citations by RSS feed

Downloads: (external link)
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1368-423X.2010.00314.x link to full text (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models (2009) Downloads
Working Paper: The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models (2009) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ect:emjrnl:v:13:y:2010:i:3:p:s1-s27

Ordering information: This journal article can be ordered from
http://www.ectj.org

Access Statistics for this article

Econometrics Journal is currently edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring and Marius Ooms

More articles in Econometrics Journal from Royal Economic Society Contact information at EDIRC.
Series data maintained by Wiley-Blackwell Digital Licensing ().

 
Page updated 2017-09-29
Handle: RePEc:ect:emjrnl:v:13:y:2010:i:3:p:s1-s27