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econ.EM2024
Deep Learning for the Estimation of Heterogeneous Parameters in Discrete Choice Models
Stephan Hetzenecker, Maximilian Osterhaus
This paper studies the finite sample performance of the flexible estimation approach of Farrell, Liang, and Misra (2021a), who propose to use deep learning for the estimation of he…
econ.EM2019
Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach
Florian Heiss, Stephan Hetzenecker, Maximilian Osterhaus
This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is…