Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
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Publication:1343376
DOI10.1016/0304-4076(93)01591-9zbMATH Open0815.62075OpenAlexW2076228296MaRDI QIDQ1343376FDOQ1343376
Authors: Lung-fei Lee 
Publication date: 29 June 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)01591-9
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asymptotic normalityconsistencyMonte Carlodiscrete choice modelssemiparametric efficiency boundsequential choicesemiparametric maximum likelihoodcorrection of asymptotic biasindex probability functionindex restrictionsnegative kernel density estimationpolychotomous choicetrimming indices
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
Cites Work
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Cited In (34)
- Semiparametric estimation and efficiency bounds of binary choice models when the models contain one continuous variable
- Kernel-based semiparametric multinomial logit modelling of political party preferences
- Semi-parametric estimation of multinomial choice model with unobserved heterogeneity
- Moment inequalities for multinomial choice with fixed effects
- Simple Estimators for Invertible Index Models
- On efficient estimation of the ordered response model
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
- Semiparametric estimation of the random utility model with rank-ordered choice data
- Optimal linear discriminators for the discrete choice model in growing dimensions
- Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
- A computationally fast estimator for semiparametric multinomial choice model
- Maximum Likelihood Estimation of Probabilistic Choice Models
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Discrete Choice Methods with Simulation
- Estimation of marginal effects in semiparametric selection models with binary outcomes
- Single-index modelling of conditional probabilities in two-way contingency tables
- Some efficiency bounds for semiparametric discrete choice models
- Nonparametric identification and estimation of polychotomous choice models
- Specification and estimation of semiparametric multiple-index models
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- Local consistency of the iterative least-squares estimator for the semiparametric binary choice model
- Semiparametric identification and estimation of discrete choice models for bundles
- Endogeneity in weakly separable models without monotonicity
- Semiparametric estimation of a work-trip mode choice model
- A multivariate discrete choice method based on inequality restrictions
- The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations
- Choice-based samples. A non-parametric approach
- On extending Powell, Stock, and Stoker (1989) to indexes with functionally dependent covariates
- Semiparametric estimation of separable models with possibly limited dependent variables
- Semiparametric estimation of binary response models with endogenous regressors
- Semiparametric efficiency bounds and efficient estimation of discrete duration models with unspecified hazard rate
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate
- SEMIPARAMETRIC ESTIMATION OF MULTIPLE EQUATION MODELS
- A nonparametric multiple choice method within the random utility framework
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