Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations

DOI10.1016/0304-4076(93)90123-MzbMath0792.62100OpenAlexW1972741964MaRDI QIDQ1209890

Hyungtaik Ahn, Charles F. Manski

Publication date: 16 May 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90123-m

zbMATH Keywords

asymptotic normalityconsistent estimatorasymptotic unbiasednessasymptotic sampling behaviorestimation of expectationsestimator of preferencestwo-stage, semiparametric estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (12)

Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty ⋮ Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations ⋮ Pairwise-difference estimation of incomplete information games ⋮ On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates ⋮ Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing ⋮ Semiparametric estimation of a simultaneous game with incomplete information ⋮ Characterization of the asymptotic distribution of semiparametric M-estimators ⋮ Dynamic choice in social settings. Learning from the experiences of others ⋮ Inference in ordered response games with complete information ⋮ A nonparametric multiple choice method within the random utility framework ⋮ Smoothed maximum score estimation with nonparametrically generated covariates ⋮ A MULTIPLEX INTERDEPENDENT DURATIONS MODEL

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• Root-N-Consistent Semiparametric Regression
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
• Semiparametric Estimation of Index Coefficients

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