A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation

DOI10.1111/j.1467-9574.1995.tb01473.xzbMath0845.62029OpenAlexW2135449041MaRDI QIDQ4870011

Erwin Charlier, A. H. O. van Soest, Bertrand Melenberg

Publication date: 16 September 1996

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/93782c09-3feb-455f-bf00-0bea93cbcac5

zbMATH Keywords

rate of convergenceconsistencyasymptotic normalitysemiparametric estimationsmoothed maximum score estimatorunbalanced panelsbinary choice panel data model

Mathematics Subject Classification ID

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

Related Items

Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects, Best subset binary prediction, Identification and estimation of nonseparable single-index models in panel data with correlated random effects, Rank estimation of a generalized fixed-effects regression model, Binary quantile regression with local polynomial smoothing, An analysis of housing expenditure using semiparametric models and panel data, Semiparametric estimation of panel data models without monotonicity or separability, Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring, Multiplicative-error models with sample selection, Estimation of tobit-type models with individual specific effects

Cites Work

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