Informational content of special regressors in heteroskedastic binary response models

DOI10.1016/J.JECONOM.2015.12.018MaRDI QIDQ284314zbMATH OpenOpenAlexFDO

Authors Songnian Chen, Shakeeb Khan, Xun Tang

Publication date 18 May 2016

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

Full work available at URL http://hdl.handle.net/10161/13115

zbMATH Keywords

binary responseconditional symmetryheteroskedasticityidentificationinformationmedian independence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cites work

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• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Endogenous selection or treatment model estimation
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
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• Identification and information in monotone binary models
• Identification of Binary Response Models
• Inference on endogenously censored regression models using conditional moment inequalities
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• Local NLLS estimation of semi-parametric binary choice models
• Nonparametric econometrics. Theory and practice.
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• Semiparametric Estimation of Index Coefficients
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Simulation and the Asymptotics of Optimization Estimators
• The Asymptotic Variance of Semiparametric Estimators

Cited in

(8)

• Nonparametric identification and estimation of sample selection models under symmetry
• New results on the identification of stochastic bargaining models
• Inference in semiparametric binary response models with interval data
• Semiparametric estimation of a Box-Cox transformation model with varying coefficients model
• Root-n consistency of intercept estimators in a binary response model under tail restrictions
• Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
• On uniform inference in nonlinear models with endogeneity
• Identification and estimation of entry games under symmetry of unobservables

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