Efficient estimation of binary choice models under symmetry

DOI10.1016/S0304-4076(99)00059-7zbMath1054.62619MaRDI QIDQ1973434

Songnian Chen

Publication date: 2000

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

zbMATH Keywords

SymmetrySemiparametric estimationEfficiency boundBinary choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (5)

Nonparametric regression with current status data ⋮ Nonparametric identification and estimation of sample selection models under symmetry ⋮ Semiparametric estimation of the link function in binary-choice single-index models ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ Rank estimation of a location parameter in the binary choice model

Cites Work

• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Asymptotic efficiency in semi-parametric models with censoring
• 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
• 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
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Approximation Theorems of Mathematical Statistics
• 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
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• A Semiparametric Maximum Likelihood Estimator
• SEMIPARAMETRIC ESTIMATION OF A LOCATION PARAMETER IN THE BINARY CHOICE MODEL
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models
• The Limiting Distribution of the Maximum Rank Correlation Estimator

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