Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty

DOI10.1016/0304-4076(94)01636-EzbMath0821.62095MaRDI QIDQ1893416

Hyungtaik Ahn

Publication date: 3 July 1995

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

zbMATH Keywords

tablesidentificationuniform convergencepointwise asymptotic normalitybinary choice modelsmall sample behaviourestimation of conditional choice probabilitiestwo-stage nonparametric kernel estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (9)

A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM ⋮ Double kernel nonparametric estimation in semlparametric econometric models ⋮ Nonparametric regression with nonparametrically generated covariates ⋮ Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations ⋮ Identification and nonparametric estimation of a transformed additively separable model ⋮ Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations ⋮ The repeated insertion model for rankings: missing link between two subset choice models ⋮ A nonparametric multiple choice method within the random utility framework ⋮ Smoothed maximum score estimation with nonparametrically generated covariates

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