Semiparametric estimation of a work-trip mode choice model

DOI10.1016/0304-4076(93)90113-JzbMath0772.62066MaRDI QIDQ1260682

Joel L. Horowitz

Publication date: 25 August 1993

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

zbMATH Keywords

kernel regression; maximum likelihood; specification tests; single-index model; probit models; maximum score; automobiles; arbitrary heteroskedasticity of unknown form; binary response model of choice; semiparametric quasi- maximum-likelihood; smoothed maximum score; transit for travel to work

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G07: Density estimation

Related Items

A bootstrap test for single index models, A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation, The union/non-union wage differential: an application of semi-parametric methods, Maximum score estimation of disequilibrium models and the role of anticipatory price-setting, An application and comparison of some flexible parametric and semi-parametric qualitative response models, Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables, Nonparametric estimation of American options' exercise boundaries and call prices, Local nonlinear least squares: using parametric information in nonparametric regression, Semiparametric methods in applied econometrics: do the models fit the data?

Cites Work

• Unnamed Item
• Unnamed Item
• Cube root asymptotics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Asymptotic efficiency in semi-parametric models with censoring
• On the bootstrap and confidence intervals
• Maximum score estimation of the stochastic utility model of choice
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• A Smoothed Maximum Score Estimator for the Binary Response Model
• A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models
• Convergence of stochastic processes
• Maximum Likelihood Estimation of Misspecified Models