Rank estimation of a location parameter in the binary choice model
From MaRDI portal
Publication:1586551
DOI10.1016/S0304-4076(00)00021-XzbMath0957.62025MaRDI QIDQ1586551
Publication date: 29 March 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
consistencyasymptotic normalityMonte Carlo studysemiparametric estimationlocation parameterbinary choice
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Point estimation (62F10)
Related Items (5)
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS ⋮ DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING ⋮ Nonparametric regression with current status data ⋮ Semi-parametric estimation for the Box-Cox transformation model with partially linear structure ⋮ Generalized accelerated failure time model with censored data from case-cohort studies
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Limit theorems for \(U\)-processes
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Adaptive estimation of regression models via moment restrictions
- Rank estimators for monotonic index models
- Distribution-free estimation of the random coefficient dummy endogenous variable model
- Semiparametric instrumental variable estimation of simultaneous equation sample selection models
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- Semiparametric methods in econometrics
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Efficient estimation of binary choice models under symmetry
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- Simulation and the Asymptotics of Optimization Estimators
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- SEMIPARAMETRIC ESTIMATION OF A LOCATION PARAMETER IN THE BINARY CHOICE MODEL
- Semiparametric Estimation of Index Coefficients
- Identification of Binary Response Models
- An Efficient Semiparametric Estimator for Binary Response Models
- The Limiting Distribution of the Maximum Rank Correlation Estimator
This page was built for publication: Rank estimation of a location parameter in the binary choice model