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- W3121659876 abstract "This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification problem. More importantly, it leads to a closed form estimator formula that yields a simple plug-in procedure requiring no numerical optimization. The new estimator, therefore, is easy to implement in empirical applications, while being flexible about the treatment of unobserved heterogeneity. Extensions including treatments of non-random coefficients and models with endogeneity are discussed." @default.
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- W3121659876 date "2009-01-01" @default.
- W3121659876 modified "2023-09-27" @default.
- W3121659876 title "Nonparametric Estimation in Random Coefficients Binary Choice Models" @default.
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- W3121659876 doi "https://doi.org/10.2139/ssrn.1459091" @default.
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