메뉴 건너뛰기




Volumn 13, Issue 3, 2010, Pages

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

Author keywords

Instrumental variables; Integral equations; Selection of the regularization parameter and of the bandwidths; Tikhonov regularization

Indexed keywords


EID: 77957172702     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2010.00314.x     Document Type: Article
Times cited : (22)

References (41)
  • 1
    • 0141981616 scopus 로고    scopus 로고
    • Efficient estimation of models with conditional moment restrictions containing unknown functions
    • Ai C, Chen X. Efficient estimation of models with conditional moment restrictions containing unknown functions. Econometrica 2003, 71:1795-843.
    • (2003) Econometrica , vol.71 , pp. 1795-1843
    • Ai, C.1    Chen, X.2
  • 2
    • 38549111971 scopus 로고    scopus 로고
    • Estimating market power in a two-sided market: the case of newspapers
    • Argentesi E, Fillistrucchi L. Estimating market power in a two-sided market: the case of newspapers. Journal of Applied Econometrics 2007, 22:1247-66.
    • (2007) Journal of Applied Econometrics , vol.22 , pp. 1247-1266
    • Argentesi, E.1    Fillistrucchi, L.2
  • 3
    • 34548539966 scopus 로고    scopus 로고
    • Semi-nonparametric IV estimation of shape-invariant Engel curves
    • Blundell R, Chen X, Kristensen D. Semi-nonparametric IV estimation of shape-invariant Engel curves. Econometrica 2007, 75:1613-69.
    • (2007) Econometrica , vol.75 , pp. 1613-1669
    • Blundell, R.1    Chen, X.2    Kristensen, D.3
  • 5
    • 77950211904 scopus 로고    scopus 로고
    • Generalized non parametric deconvolution with an application to earning dynamics
    • Bonhomme S, Robin J M. Generalized non parametric deconvolution with an application to earning dynamics. Review of Economic Study 2008, 77:491-533.
    • (2008) Review of Economic Study , vol.77 , pp. 491-533
    • Bonhomme, S.1    Robin, J.M.2
  • 6
    • 70449532455 scopus 로고    scopus 로고
    • Thresholding projection estimators in functional linear models
    • Cardot H, Johannes J. Thresholding projection estimators in functional linear models. Journal of Multivariate Analysis 2009, 101:395-408.
    • (2009) Journal of Multivariate Analysis , vol.101 , pp. 395-408
    • Cardot, H.1    Johannes, J.2
  • 7
    • 70349628110 scopus 로고    scopus 로고
    • A regularization approach to the many instruments problem
    • Working paper, University of Montreal
    • Carrasco M. A regularization approach to the many instruments problem. 2008, Working paper, University of Montreal
    • (2008)
    • Carrasco, M.1
  • 8
    • 0034365768 scopus 로고    scopus 로고
    • Generalization of the GMM in presence of a continuum of moment conditions
    • Carrasco M, Florens J P. Generalization of the GMM in presence of a continuum of moment conditions. Econometric Theory 2000, 16:797-834.
    • (2000) Econometric Theory , vol.16 , pp. 797-834
    • Carrasco, M.1    Florens, J.P.2
  • 9
    • 66049116041 scopus 로고    scopus 로고
    • Spectral method for deconvolving a density
    • IDEI Working Paper No. 138, Institut d'Économie Industrielle (IDEI)
    • Carrasco M, Florens J P. Spectral method for deconvolving a density. 2009, IDEI Working Paper No. 138, Institut d'Économie Industrielle (IDEI)
    • (2009)
    • Carrasco, M.1    Florens, J.P.2
  • 10
    • 66049130751 scopus 로고    scopus 로고
    • Linear inverse problems in structural econometrics: estimation based on spectral decomposition and regularization
    • Heckman J J, Leamer E E. Eds, Amsterdam: North-Holland
    • Carrasco M, Florens J P, Renault E. Linear inverse problems in structural econometrics: estimation based on spectral decomposition and regularization. Handbook of Econometrics: Volume 6B 2007, 5633-751. Heckman J J, Leamer E E, Eds, Amsterdam: North-Holland
    • (2007) Handbook of Econometrics: Volume 6B , pp. 5633-5751
    • Carrasco, M.1    Florens, J.P.2    Renault, E.3
  • 11
    • 68949197957 scopus 로고    scopus 로고
    • Efficient of nonparametric conditional moment models with possibly nonsmooth moments
    • Working paper, Yale University
    • Chen X, Pouzo D. Efficient of nonparametric conditional moment models with possibly nonsmooth moments. 2008, Working paper, Yale University
    • (2008)
    • Chen, X.1    Pouzo, D.2
  • 12
    • 63149177630 scopus 로고    scopus 로고
    • Efficient estimation of semi-parametric conditional moment models with possibly nonsmooth residuals
    • Chen X, Pouzo D. Efficient estimation of semi-parametric conditional moment models with possibly nonsmooth residuals. Journal of Econometrics 2009, 152:46-60.
    • (2009) Journal of Econometrics , vol.152 , pp. 46-60
    • Chen, X.1    Pouzo, D.2
  • 13
    • 63149183443 scopus 로고    scopus 로고
    • On rate optimality for ill posed inverse problems in econometrics
    • Cowles Foundation Discussion Paper No. 1626, Yale University
    • Chen X, Reiss M. On rate optimality for ill posed inverse problems in econometrics. 2007, Cowles Foundation Discussion Paper No. 1626, Yale University
    • (2007)
    • Chen, X.1    Reiss, M.2
  • 14
    • 77957158572 scopus 로고    scopus 로고
    • Nonparametric instrumental variable estimators of quantile structural effects
    • Technical report, HEC, Swiss Finance Institute
    • Chernozhukov V, Gagliardini P, Scaillet O. Nonparametric instrumental variable estimators of quantile structural effects. 2009, Technical report, HEC, Swiss Finance Institute
    • (2009)
    • Chernozhukov, V.1    Gagliardini, P.2    Scaillet, O.3
  • 15
    • 34248585384 scopus 로고    scopus 로고
    • Instrumental variable identification and estimation of nonseparable models via quantile conditions
    • Chernozhukov V, Imbens G W, Newey W K. Instrumental variable identification and estimation of nonseparable models via quantile conditions. Journal of Econometrics 2007, 139:4-14.
    • (2007) Journal of Econometrics , vol.139 , pp. 4-14
    • Chernozhukov, V.1    Imbens, G.W.2    Newey, W.K.3
  • 16
    • 0039067509 scopus 로고    scopus 로고
    • Non parametric instrumental regression
    • Working paper, Institut d'Économie Industrielle (IDEI)
    • Darolles S, Florens J P, Renault E. Non parametric instrumental regression. 2003, Working paper, Institut d'Économie Industrielle (IDEI)
    • (2003)
    • Darolles, S.1    Florens, J.P.2    Renault, E.3
  • 17
    • 37349022645 scopus 로고    scopus 로고
    • On the completeness condition in nonparametric instrumental problems
    • Forthcoming in
    • d'Haultfoeuille X. On the completeness condition in nonparametric instrumental problems. 2008, Forthcoming in
    • (2008)
    • d'Haultfoeuille, X.1
  • 19
    • 84927067059 scopus 로고    scopus 로고
    • Inverse problems in structural econometrics. The example of instrumental variables
    • Dewatripont M, Hansen L P, Turnovsky S J. Eds, Cambridge, Cambridge University Press
    • Florens J P. Inverse problems in structural econometrics. The example of instrumental variables. Advances in Economics and Econometrics 2003, Volume 2:284-311. Dewatripont MHansen L PTurnovsky S J. Eds, Cambridge, Cambridge University Press
    • (2003) Advances in Economics and Econometrics , vol.2 , pp. 284-311
    • Florens, J.P.1
  • 20
    • 51349135849 scopus 로고    scopus 로고
    • Identification of treatment effects using control functions in models with continuous, endogenous treatment and heterogeneous effects
    • Florens J P, Heckman J J, Meghir C, Vytlacil E. Identification of treatment effects using control functions in models with continuous, endogenous treatment and heterogeneous effects. Econometrica 2008, 76:1191-206.
    • (2008) Econometrica , vol.76 , pp. 1191-1206
    • Florens, J.P.1    Heckman, J.J.2    Meghir, C.3    Vytlacil, E.4
  • 21
    • 68649096462 scopus 로고    scopus 로고
    • Instrumental regression in partially linear models
    • CORE Discussion Paper No. 2006/25, Center for Operations Research and Econometrics (CORE), Université catholique de Louvain
    • Florens J P, Johannes J, Van Bellegem S. Instrumental regression in partially linear models. 2006, CORE Discussion Paper No. 2006/25, Center for Operations Research and Econometrics (CORE), Université catholique de Louvain
    • (2006)
    • Florens, J.P.1    Johannes, J.2    Van Bellegem, S.3
  • 23
    • 79251606610 scopus 로고    scopus 로고
    • Local identification in empirical games of incomplete information
    • Forthcoming in
    • Florens J P, Sbai E. Local identification in empirical games of incomplete information. Econometric Theory 2010, Forthcoming in
    • (2010) Econometric Theory
    • Florens, J.P.1    Sbai, E.2
  • 24
    • 77957140986 scopus 로고    scopus 로고
    • Functional instrumental linear regression
    • Working paper, Toulouse University
    • Florens J P, Van Belleghem S. Functional instrumental linear regression. 2009, Working paper, Toulouse University
    • (2009)
    • Florens, J.P.1    Van Belleghem, S.2
  • 25
    • 63149147478 scopus 로고    scopus 로고
    • A specification test for non parametric instrumental variable regression
    • Working paper, HEC, Swiss Finance Institute
    • Gagliardini P, Scaillet O. A specification test for non parametric instrumental variable regression. 2007, Working paper, HEC, Swiss Finance Institute
    • (2007)
    • Gagliardini, P.1    Scaillet, O.2
  • 26
    • 77949261246 scopus 로고    scopus 로고
    • Non parametric estimation in random coefficients binary models
    • Working paper, Yale University
    • Gautier E, Kitamura Y. Non parametric estimation in random coefficients binary models. 2008, Working paper, Yale University
    • (2008)
    • Gautier, E.1    Kitamura, Y.2
  • 27
    • 33644907163 scopus 로고    scopus 로고
    • Non parametric methods for inference in the presence of instrumental variables
    • Hall P, Horowitz J. Non parametric methods for inference in the presence of instrumental variables. Annals of Statistics 2005, 33:2904-29.
    • (2005) Annals of Statistics , vol.33 , pp. 2904-2929
    • Hall, P.1    Horowitz, J.2
  • 29
    • 0030376516 scopus 로고    scopus 로고
    • Semiparametric estimation of a regression model with an unknown transformation of the dependent variable
    • Horowitz J L. Semiparametric estimation of a regression model with an unknown transformation of the dependent variable. Econometrica 1996, 64:103-37.
    • (1996) Econometrica , vol.64 , pp. 103-137
    • Horowitz, J.L.1
  • 31
    • 33645019917 scopus 로고    scopus 로고
    • Testing a parametric model against a nonparametric alternative with identification through instrumental variables
    • Horowitz J L. Testing a parametric model against a nonparametric alternative with identification through instrumental variables. Econometrica 2006, 74:521-38.
    • (2006) Econometrica , vol.74 , pp. 521-538
    • Horowitz, J.L.1
  • 32
    • 34250377175 scopus 로고    scopus 로고
    • Asymptotic normality of a nonparametric instrumental variables estimator
    • Horowitz J L. Asymptotic normality of a nonparametric instrumental variables estimator. International Economic Review 2007, 48:1329-49.
    • (2007) International Economic Review , vol.48 , pp. 1329-1349
    • Horowitz, J.L.1
  • 33
    • 34250379189 scopus 로고    scopus 로고
    • Nonparametric instrumental variables estimation of a quantile regression model
    • Horowitz J L, Lee S. Nonparametric instrumental variables estimation of a quantile regression model. Econometrica 2007, 75:1191-208.
    • (2007) Econometrica , vol.75 , pp. 1191-1208
    • Horowitz, J.L.1    Lee, S.2
  • 34
    • 77957114640 scopus 로고    scopus 로고
    • A unified approach to solve ill posed inverse problems in econometrics
    • CORE Discussion Paper No. 2007/83, Center for Operations Research and Econometrics (CORE), Université catholique de Louvain
    • Johannes J, Van Bellegem S, Vanhems A. A unified approach to solve ill posed inverse problems in econometrics. 2007, CORE Discussion Paper No. 2007/83, Center for Operations Research and Econometrics (CORE), Université catholique de Louvain
    • (2007)
    • Johannes, J.1    Van Bellegem, S.2    Vanhems, A.3
  • 37
    • 63149108507 scopus 로고    scopus 로고
    • Nonparametric estimation of noisy integral equations of the second kind
    • Mammen E, Yu K. Nonparametric estimation of noisy integral equations of the second kind. Journal of the Korean Statistical Society 2009, 38:99-110.
    • (2009) Journal of the Korean Statistical Society , vol.38 , pp. 99-110
    • Mammen, E.1    Yu, K.2
  • 38
    • 0142007871 scopus 로고    scopus 로고
    • Instrumental variable estimation of nonparametric models
    • Newey W, Powell J. Instrumental variable estimation of nonparametric models. Econometrica 2003, 71:1565-78.
    • (2003) Econometrica , vol.71 , pp. 1565-1578
    • Newey, W.1    Powell, J.2
  • 41
    • 77957111684 scopus 로고    scopus 로고
    • Identification and estimation by penalization in nonparametric instrumental regression
    • CORE Discussion Paper No. 2007/83, Center for Operations Research and Econometrics (CORE), Université catholique de Louvain
    • Florens J P, Johannes J, Van Bellegem S. Identification and estimation by penalization in nonparametric instrumental regression. 2007, CORE Discussion Paper No. 2007/83, Center for Operations Research and Econometrics (CORE), Université catholique de Louvain
    • (2007)
    • Florens, J.P.1    Johannes, J.2    Van Bellegem, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.