A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
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Publication:3408517
DOI10.1017/S0266466606060336zbMath1125.62025MaRDI QIDQ3408517
Hyungsik Roger Moon, Emmanuel Guerre
Publication date: 14 November 2006
Published in: Econometric Theory (Search for Journal in Brave)
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Cites Work
- Maximum score estimation of a nonstationary binary choice model
- Cube root asymptotics
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Maximum score estimation of the stochastic utility model of choice
- A note on the nonstationary binary choice logit model
- Index models with integrated time series
- Nonstationary discrete choice
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Nonstationary Binary Choice
- Nonlinear Regressions with Integrated Time Series