An Efficient Semiparametric Estimator for Binary Response Models (Q5286049)

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scientific article; zbMATH DE number 223432
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An Efficient Semiparametric Estimator for Binary Response Models
scientific article; zbMATH DE number 223432

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    An Efficient Semiparametric Estimator for Binary Response Models (English)
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    29 June 1993
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    maximum likelihood estimator
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    binary choice
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    semiparametric estimation
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    quasi-likelihood
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    density estimator
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    asymptotic normality
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    asymptotic efficiency
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    probit model
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    Monte Carlo
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