Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables

DOI10.1016/S0304-4076(00)00015-4zbMath0970.62082WikidataQ126803135 ScholiaQ126803135MaRDI QIDQ1580343

Publication date: 3 October 2001

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

heteroscedasticity measurement error instrumental variables semiparametric discrete choice latent variable models binary choice binomial response ordered choice multinomial response qualitative response

Mathematics Subject Classification ID

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

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