Simple Estimators for Invertible Index Models

DOI10.1080/07350015.2017.1379405MaRDI QIDQ6623154zbMATH OpenFDO

Authors Hyungtaik Ahn, Hidehiko Ichimura, James L. Powell, Paul A. Ruud

Publication date 23 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2017.1379405

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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Cited in

(8)

• Moment inequalities for multinomial choice with fixed effects
• On extending Powell, Stock, and Stoker (1989) to indexes with functionally dependent covariates
• Editorial. Introduction to the annals issue in honor of James Powell
• Estimating high dimensional monotone index models by iterative convex optimization
• Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators
• Identification of time-varying counterfactual parameters in nonlinear panel models
• Faster estimation of dynamic discrete choice models using index invertibility
• Slope consistency of quasi-maximum likelihood estimator for binary choice models

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