Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
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Publication:1414625
DOI10.1016/S0304-4076(03)00148-9zbMath1030.62025OpenAlexW2008579585MaRDI QIDQ1414625
Publication date: 4 December 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00148-9
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Point estimation (62F10)
Related Items (7)
On efficient estimation of the ordered response model ⋮ Informational content of special regressors in heteroskedastic binary response models ⋮ SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL ⋮ A generalized ordered Probit model ⋮ On uniform inference in nonlinear models with endogeneity ⋮ Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions ⋮ Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target
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