Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
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Publication:3308933
DOI10.2307/1912157zbMATH Open0528.62096OpenAlexW2053770790MaRDI QIDQ3308933FDOQ3308933
Authors: Stephen R. Cosslett
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912157
Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Cited In (68)
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study
- Rank estimation of a location parameter in the binary choice model
- Semiparametric estimation and efficiency bounds of binary choice models when the models contain one continuous variable
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
- Current status linear regression
- Estimation and specification testing in female labor participation models: parametric and semiparametric methods
- Smoothed quantile regression processes for binary response models
- Asymptotic efficiency in semi-parametric models with censoring
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
- Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
- Identification and information in monotone binary models
- Least squares estimation in the monotone single index model
- Informational content of special regressors in heteroskedastic binary response models
- Distribution-free and link-free estimation for the sample selection model
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
- Estimating a generalized correlation coefficient for a generalized bivariate probit model
- Partial identification by extending subdistributions
- Control functions in nonseparable simultaneous equations models
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
- A consistent bootstrap procedure for the maximum score estimator
- How many iterations are sufficient for efficient semiparametric estimation?
- Nonparametric identification and estimation of polychotomous choice models
- Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
- A family of empirical likelihood functions and estimators for the binary response model
- Bivariate non-normality in the sample selection model
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
- Semiparametric identification and heterogeneity in discrete choice dynamic programming models
- Misclassification of the dependent variable in a discrete-response setting
- Nonparametric estimation of dynamic discrete choice models for time series data
- Dynamic time series binary choice
- The Logit Model in Economics
- Efficient estimation of binary choice models under symmetry
- Rank regression for current-status data: Asymptotic normality
- Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- Semi-nonparametric estimation of binary response models with an application to natural resource valuation
- A Small-Sample Estimator for the Sample-Selection Model
- Estimation of best predictors of binary response
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
- Two-step series estimation of sample selection models
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Binary choice models with discrete regressors: identification and misspecification
- Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
- Sample selection models with monotone control functions
- Distribution-free estimation of the random coefficient dummy endogenous variable model
- A concentrated, nonlinear information-theoretic estimator for the sample selection model
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Adaptive estimation in time series regression models
- Penalized log-likelihood estimation for partly linear transformation models with current status data
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- A nonparametric multiple choice method within the random utility framework
- Isotonic single-index model for high-dimensional database marketing
- Consistent estimation of limited dependent variable models despite misspecification of distribution
- Constructive identification in some nonseparable discrete choice models
- Using a monotone single-index model to stabilize the propensity score in missing data problems and causal inference
- Estimating coefficients of single-index regression models by minimizing variation
- Maximum approximate likelihood estimation in accelerated failure time model for interval‐censored data
- A practical guide to compact infinite dimensional parameter spaces
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- Local consistency of the iterative least-squares estimator for the semiparametric binary choice model
- Estimation in monotone single‐index models
- Pool adjacent violators algorithm–assisted learning with application on estimating optimal individualized treatment regimes
- A multiplex interdependent durations model
- Simple semiparametric estimation of ordered response models
- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
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