Non-standard rates of convergence of criterion-function-based set estimators for binary response models

DOI10.1111/ECTJ.12048MaRDI QIDQ5091823zbMATH OpenOpenAlexFDO

Authors Jason R. Blevins

Publication date 27 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ectj.12048

zbMATH Keywords

binary response modelcube-root asymptoticslimited support regressorsmaximum score estimatorpartial identificationsemi-parametric modelstransformation model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(5)

• Best subset binary prediction
• Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
• Root-n consistency of intercept estimators in a binary response model under tail restrictions
• Partial identification by extending subdistributions
• Finite sample inference for the maximum score estimand

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