Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

DOI10.1016/0304-4076(93)90114-KzbMath0816.62079WikidataQ30054436 ScholiaQ30054436MaRDI QIDQ1260683

Hidehiko Ichimura

Publication date: 25 August 1993

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

zbMATH Keywords

consistencyasymptotic normalityduration modelssingle-index modelssemiparametric efficiency boundbinary choice modelssemiparametric estimatorcensored and truncated Tobit modelsweighting scheme

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric estimation (62G05)

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• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
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• On Estimation of a Probability Density Function and Mode

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