Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry

DOI10.1016/0165-1765(94)00573-KzbMath0875.90169MaRDI QIDQ1352144

John Xu Zheng

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

sample selection modelsemiparametric efficiency boundsbinary choice model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Informational content of special regressors in heteroskedastic binary response models ⋮ Semiparametric and nonparametric estimation of sample selection models under symmetry

Cites Work

• Information and asymptotic efficiency in parametric-nonparametric models
• Cube root asymptotics
• Asymptotic efficiency in semi-parametric models with censoring
• Maximum score estimation of the stochastic utility model of choice
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Semiparametric efficiency bounds
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models

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