Fève, Frédérique; Florens, Jean-Pierre - In: Econometrics Journal 13 (2010) 3, pp. 1-1
. This model is used as an example to illustrate the practice of the estimation by solving linear functional equations. This paper is specially focused on the data-driven selection of the regularization parameter and of the bandwidths. Simulations experiments illustrate the relevance of this...