A simple root-N-consistent semiparametric estimator for discrete duration models
DOI10.1016/J.SPL.2014.08.017zbMATH Open1307.62098OpenAlexW2037919140MaRDI QIDQ464489FDOQ464489
Authors: Sadat Reza, Paul Rilstone 
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
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semiparametricempirical processkernel estimatorsingle index modelleast squares estimatordiscrete duration model
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05)
Cites Work
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study
- An Efficient Semiparametric Estimator for Binary Response Models
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
Cited In (3)
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