A simple root-\(N\)-consistent semiparametric estimator for discrete duration models

DOI10.1016/j.spl.2014.08.017zbMath1307.62098OpenAlexW2037919140MaRDI QIDQ464489

Paul Rilstone, Sadat Reza

Publication date: 27 October 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.08.017

zbMATH Keywords

empirical processleast squares estimatorkernel estimatorsemiparametricsingle index modeldiscrete duration model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Reliability and life testing (62N05)

Cites Work

• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
• An Efficient Semiparametric Estimator for Binary Response Models

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