Semiparametric estimation and efficiency bounds of binary choice models when the models contain one continuous variable

DOI10.1016/0165-1765(89)90105-5MaRDI QIDQ1676591zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cites work

• Asymptotic efficiency in semi-parametric models with censoring
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• Maximum score estimation of the stochastic utility model of choice
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Probability Inequalities for the Sum of Independent Random Variables
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator

Cited in

(15)

• Semiparametric information bound of dynamic discrete choice models
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
• Estimation of Network Parameters in Semiparametric Stochastic Perceptron
• 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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