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

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

Publication date: 25 August 1993

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

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

62P20: Applications of statistics to economics

62G07: Density estimation

62G05: Nonparametric estimation

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