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LINEAR INVERSE PROBLEMS IN STRUCTURAL ECONOMETRICS ESTIMATION BASED ON SPECTRAL DECOMPOSITION AND REGULARIZATION.

Authors :
Carrasco, Marine
Florens, Jean-Pierre
Renault, Eric
Source :
Handbook of Econometrics, Volume 6B; 2007, p5633-5751, 119p
Publication Year :
2007

Abstract

Chapter 8 of the book "Handbook of Econometrics," edited by James J. Heckman and Edward E. Leamer is presented. It presents an introduction to the estimation of the solution to inverse problems where the value of the function is known but the argument is undetermined. The integral equations of the first kind is also given emphasis. In addition, a review of the different regularization methods and a study about the properties of estimator are also tackled.

Details

Language :
English
ISBNs :
9780444532008
Database :
Supplemental Index
Journal :
Handbook of Econometrics, Volume 6B
Publication Type :
Book
Accession number :
34368052
Full Text :
https://doi.org/10.1065/S1573-4412(07)06077-1