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math.ST2021
Nonparametric classes for identification in random coefficients models when regressors have limited variation
Christophe Gaillac, Eric Gautier
This paper studies point identification of the distribution of the coefficients in some random coefficients models with exogenous regressors when their support is a proper subset,…
math.ST2019
Adaptive estimation in the linear random coefficients model when regressors have limited variation
Christophe Gaillac, Eric Gautier
We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often…