A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
By M. Carrasco, Jean-Pierre Florens. Econometric Theory, 2010
60 citations recorded by the source corpus.
Subfields: Computational Mechanics, Control and Systems Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/90d7c5c74c6f31cb7d975f5c61989ab0f454d3d4
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Mechanics
In Control and Systems Engineering
In Statistics and Probability
- S. Bonhomme
- M. Arellano
- Jan Johannes
- Richard Blundell
- Jorge E. Galán
- Guido W. Imbens
- Xiaohong Chen
- Jeffrey M. Wooldridge
Citations in the corpus
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (2015, background): “See Carrasco and Florens (2011) and Evdokimov and White (2012).”
- Identifying distributional characteristics in random coefficients panel data models (2009, methodology): “A method-of-moment estimator of based on (17) will be consistent.”
- DECONVOLUTION WITH UNKNOWN ERROR DISTRIBUTION (2007, background): “It is interesting to note that a non-Fourier based approach for deconvolution is considered in Carrasco and Florens (2002) .”