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Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models - MaRDI portal

Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models (Q4006265)

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Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
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    Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models (English)
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    26 September 1992
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    distribution-free
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    concavity
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    homogeneity of degree one
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    monotonicity
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    consistency
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    binary threshold crossing models
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    binary choice models
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    identification result
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    nonparametric maximum likelihood estimator
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    exogenous variables
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    distribution of random terms
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    two step procedure
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