Some efficiency bounds for semiparametric discrete choice models

DOI10.1016/0304-4076(93)90121-KzbMath0772.62067MaRDI QIDQ1260693

T. Scott Thompson

Publication date: 25 August 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiencylower boundsasymptotic variance of estimatorsindex estimatorspartial observability modelssemiparametric models of discrete choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric inference (62G99)

Related Items (3)

On efficient estimation of the ordered response model ⋮ Single-index modelling of conditional probabilities in two-way contingency tables ⋮ Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

Cites Work

• Unnamed Item
• Information and asymptotic efficiency in parametric-nonparametric models
• Achieving information bounds in non and semiparametric models
• Asymptotic efficiency in semi-parametric models with censoring
• Partial observability in bivariate probit models
• Maximum score estimation of the stochastic utility model of choice
• Semiparametric efficiency bounds
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• An Efficient Semiparametric Estimator for Binary Response Models

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