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