An Efficient Semiparametric Estimator for Binary Response Models (Q5286049)
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scientific article; zbMATH DE number 223432
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| English | 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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0.8396120071411133
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0.7778710126876831
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0.7624804973602295
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0.7582091093063354
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