Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683)
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scientific article; zbMATH DE number 370495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric least squares (SLS) and weighted SLS estimation of single-index models |
scientific article; zbMATH DE number 370495 |
Statements
Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (English)
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25 August 1993
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consistency
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single-index models
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semiparametric estimator
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asymptotic normality
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censored and truncated Tobit models
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binary choice models
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duration models
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weighting scheme
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semiparametric efficiency bound
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0.9142047
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0.90188104
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0.8955175
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0.8931126
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0.8921443
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