A data-driven bandwidth selection method for the smoothed maximum score estimator
From MaRDI portal
Publication:1787697
DOI10.1016/J.ECONLET.2018.05.024zbMATH Open1402.62334OpenAlexW2805755795WikidataQ129748185 ScholiaQ129748185MaRDI QIDQ1787697FDOQ1787697
Authors: Xirong Chen, Wenzheng Gao, Zheng Li
Publication date: 5 October 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2018.05.024
Recommendations
- A simple data-driven estimator for the semiparametric sample selection model
- Binary quantile regression with local polynomial smoothing
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- Gradient-based smoothing parameter selection for nonparametric regression estimation
- Robust Estimation in Binary Choice Models
Cites Work
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Title not available (Why is that?)
- Semiparametric Estimation of Index Coefficients
- Bandwith selection for the smoothing of distribution functions
- An Efficient Semiparametric Estimator for Binary Response Models
- Cube root asymptotics
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL
Cited In (2)
This page was built for publication: A data-driven bandwidth selection method for the smoothed maximum score estimator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1787697)