Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683): Difference between revisions

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Latest revision as of 18:38, 17 May 2024

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Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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    Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (English)
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    25 August 1993
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    consistency
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    single-index models
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    semiparametric estimator
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    asymptotic normality
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    censored and truncated Tobit models
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    binary choice models
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    duration models
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    weighting scheme
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    semiparametric efficiency bound
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