62 citations · 62 across the 2 of their papers we have counts for
3 papers
econ.EM2022
Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
Andriy Norets, Kenichi Shimizu
We propose a tractable semiparametric estimation method for structural dynamic discrete choice models. The distribution of additive utility shocks in the proposed framework is mode…
math.ST2018
Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity
Andriy Norets, Justinas Pelenis
We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the di…
math.ST2010★ 62 cited
Approximation of conditional densities by smooth mixtures of regressions
Andriy Norets
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite…