Semiparametric estimation and efficiency bounds of binary choice models when the models contain one continuous variable
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Publication:1676591
DOI10.1016/0165-1765(89)90105-5zbMATH Open1376.62112OpenAlexW1981948503MaRDI QIDQ1676591FDOQ1676591
Authors: Kazumitsu Nawata
Publication date: 9 November 2017
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(89)90105-5
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Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)
Cites Work
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Maximum score estimation of the stochastic utility model of choice
- Asymptotic efficiency in semi-parametric models with censoring
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Probability Inequalities for the Sum of Independent Random Variables
- Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
Cited In (15)
- Semiparametric information bound of dynamic discrete choice models
- Estimation of Network Parameters in Semiparametric Stochastic Perceptron
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
- Some efficiency bounds for semiparametric discrete choice models
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
- Local NLLS estimation of semi-parametric binary choice models
- SEMIPARAMETRIC ESTIMATION OF A LOCATION PARAMETER IN THE BINARY CHOICE MODEL
- Misclassification-robust semiparametric estimation of single-index binary-choice models
- Non-standard rates of convergence of criterion-function-based set estimators for binary response models
- On the semiparametric efficiency of the Scott-Wild estimator under choice-based and two-phase sampling
- Binary choice models with discrete regressors: identification and misspecification
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
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