Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification
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- Hoderlein, Stefan & Holzmann, Hajo, 2011. "Demand Analysis As An Ill-Posed Inverse Problem With Semiparametric Specification," Econometric Theory, Cambridge University Press, vol. 27(3), pages 609-638, June.
References listed on IDEAS
- Ait-Sahalia, Yacine & Bickel, Peter J. & Stoker, Thomas M., 2001. "Goodness-of-fit tests for kernel regression with an application to option implied volatilities," Journal of Econometrics, Elsevier, vol. 105(2), pages 363-412, December.
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Cited by:
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- Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Centorrino Samuele & Feve Frederique & Florens Jean-Pierre, 2017.
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- Samuele Centorrino & Frederique Feve & Jean-Pierre Florens, 2017. "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Department of Economics Working Papers 17-06, Stony Brook University, Department of Economics.
- Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
- Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016.
"Nonparametric Instrumental Variable Estimation in Practice,"
Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 153-177, January.
- Michael Cohen & Philip Shaw & Tao Chen, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports 111, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Cohen, Michael & Shaw, Philip & Chen, Tao, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Research Reports 149936, University of Connecticut, Food Marketing Policy Center.
- Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
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Keywords
Instrumental variables; Inverse problem; Nonparametric regression; Consumer Demand; Convergence rates;All these keywords.
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