A simple root-\(N\)-consistent semiparametric estimator for discrete duration models
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Publication:464489
DOI10.1016/j.spl.2014.08.017zbMath1307.62098MaRDI QIDQ464489
Publication date: 27 October 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.08.017
empirical process; least squares estimator; kernel estimator; semiparametric; single index model; discrete duration model
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62N05: Reliability and life testing
Cites Work
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- An Efficient Semiparametric Estimator for Binary Response Models