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

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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

consistency asymptotic normality duration models single-index models semiparametric efficiency bound binary choice models semiparametric estimator censored and truncated Tobit models weighting scheme

Mathematics Subject Classification ID

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

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