Gautier, Eric; Kitamura, Yuichi - Centre de Recherche en Économie et Statistique … - 2008
This paper considers nonparametric estimation of the joint density of the random coe±-cients in binary choice models. Nonparametric inference allows to be °exible about the treatment ofunobserved heterogeneity. This is an ill-posed inverse problem characterized by an integral transform,namely...