Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
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Publication:1343376
DOI10.1016/0304-4076(93)01591-9zbMath0815.62075OpenAlexW2076228296MaRDI QIDQ1343376
Publication date: 29 June 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)01591-9
consistencyasymptotic normalityMonte Carlodiscrete choice modelssemiparametric efficiency boundsequential choicesemiparametric maximum likelihoodcorrection of asymptotic biasindex probability functionindex restrictionsnegative kernel density estimationpolychotomous choicetrimming indices
Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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