Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization

By M. Carrasco, Jean-Pierre Florens, É. Renault. 2003

432 citations recorded by the source corpus.

Subfields: Applied Mathematics, Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c0897d4bf55787e08d58e8a224b8642a87592c39

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Citations in the corpus

Regression Discontinuity Design with Continuous Measurement Error in the Running Variable (2017, methodology): “Relaxing the compactness assumption is possible using high level conditions as in Chen (2007), and/or using penalization, or regularization, as suggested by Carrasco et al. (2007) or by Chen & Pouzo (2012).”
Multiple Causes: A Causal Graphical View (2019, background): “This integral equation is hard to solve except in the simplest linear Gaussian case (Carrasco et al., 2007).”
A simple nonparametric approach to estimating the distribution of random coefficients in structural models (2016, neutral): “Q̂N (F ) ≡ 1 NJ ∑N i=1 ∥∥∥∥yi − ∫ g(xi, β)dF (β)∥∥∥∥2 E = 1 NJ ∑N i=1 ∥∥∥∥yi −∑Rr=1 θg(xi, β) ∥∥∥∥2 E (5)”
Minimizing Sensitivity to Model Misspecification (2018, background): “Turning to (11), the Lagrangian associated with the minimization of b (h, θ ∗) is: ∥∥∥∥∇δθ∗ − ∫ h(y)∇fθ∗(y)dy∥∥∥∥2 Ω−1 + λ2 ∫ h(y)fθ∗(y)dy,”
Nonparametric Instrumental Variables Estimation of a Quantile Regression Model (2006, background): “for example, Carrasco, Florens, and Renault (2005) and Bissantz, Hohage, Munk, and Ruymgaart”
Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors (2007, background): “Kress (1999) for the definition of ill-posed linear equations.”
Nonparametric dynamic panel data models: Kernel estimation and specification testing (2013, neutral): “See Carrasco et al. (2007) for more discussions.”
Threshold Regression with Endogeneity (2017, neutral): “…Ai and Chen (2003), Newey and Powell (2003), Hall and Horowitz (2005) and Darolles et al. (2011) use a nonparametric IV approach to help resolve this problem but with deleterious effects on the convergence rate; see Florens (2003) and Carrasco et al. (2007) for a summary of the related literature.”
ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (2009, methodology): “The reader is referred to Appendix B for a review of such concepts or to Carrasco, Florens, and Renault (2007) for a more comprehensive account of results.”
Estimation of Stable Distributions by Indirect Inference (2011, neutral): “The simulation experiment is divided in two parts.(14) First we estimate the unconstrained skewed-t distribution, i.”
Instrumental regression in partially linear models (2012, neutral): “In econometric contexts, we refer to Carrasco, Florens, and Renault (2006) for an overview of different methods.”