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Semiparametric deconvolution with unknown error variance

Published:2010-09-14 Issue:2 Volume:35 Page:129-141
ISSN:0895-562X
Container-title:Journal of Productivity Analysis
language:en
Short-container-title:J Prod Anal

Author:

Horrace William C.,Parmeter Christopher F.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Business and International Management

Link

http://link.springer.com/content/pdf/10.1007/s11123-010-0193-z.pdf

Reference52 articles.

1. Aigner D, Lovell CK, Schmidt P (1977) Formulation and estimation of stochastic frontier production function models. J Econometr 6:21–37

2. Benkard CL, Bajari P (2005) Hedonic Price indices with unobserved product characteristics, and application to personal computers. J Bus Econ Stat 23:61–75

3. Barry J, Diggle P (1995) Choosing the smoothing parameter in a Fourier approach to nonparametric deconvolution of a density estimate. J Nonparametr Stat 4:223–232

4. Butucea C, Matias C (2005) Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model. Bernoulli 11(2):309–340

5. Carroll RJ, Hall P (1988) Optimal rates of convergence for deconvolving a density. J Am Stat Assoc 83:1184–1186

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