A0400
Title: A mollification approach to stabilize econometrics models: Application to deconvolution and random coefficients models
Authors: Anne Vanhems - TBS Education (France) [presenting]
Abstract: Mollification is used to regularize ill-posed econometrics problems such as deconvolution, instrumental variables regression or random coefficients regression. This regularization method offers a unifying and generalizing framework and is particularly appealing with Fourier transform or Radon transform. Convergence properties of nonparametric regularized estimators are studied, and finite sample properties are analyzed using simulations.
