Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
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Publication:528130
DOI10.1016/J.JECONOM.2012.08.002zbMATH Open1443.62477OpenAlexW2099955008MaRDI QIDQ528130FDOQ528130
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001753
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Cites Work
- Weak convergence and empirical processes. With applications to statistics
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- Asymptotic Statistics
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Title not available (Why is that?)
- Semiparametric Estimation of Index Coefficients
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Semi-Nonparametric Maximum Likelihood Estimation
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- On methods of sieves and penalization
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- An Efficient Semiparametric Estimator for Binary Response Models
- Cube root asymptotics
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- Title not available (Why is that?)
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Identification of Binary Response Models
- Convergence rate of sieve estimates
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Nonparametric maximum likelihood estimation by the method of sieves
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
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Cited In (14)
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS
- A practical guide to compact infinite dimensional parameter spaces
- Informational content of special regressors in heteroskedastic binary response models
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Best subset binary prediction
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data
- Relaxing conditional independence in an endogenous binary response model
- SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS
- Binary quantile regression with local polynomial smoothing
- Sieve semiparametric two-step GMM under weak dependence
- Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
- Sieve \(M\) inference on irregular parameters
- Semiparametric estimation of a class of generalized linear models without smoothing
Uses Software
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