Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

DOI10.1016/j.jeconom.2008.02.003zbMath1418.62504OpenAlexW2105089688MaRDI QIDQ295410

Sokbae Lee, Myung Hwan Seo

Publication date: 13 June 2016

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

Full work available at URL: http://discovery.ucl.ac.uk/16881/1/16881.pdf

zbMATH Keywords

semiparametric estimationbinary response modelthreshold regressionmaximum score estimationnonlinear random utility models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (6)

THE BOOTSTRAP IN THRESHOLD REGRESSION ⋮ Oracle Estimation of a Change Point in High-Dimensional Quantile Regression ⋮ Best subset binary prediction ⋮ Efficient multiple change point detection for high‐dimensional generalized linear models ⋮ Extremal quantile treatment effects ⋮ Likelihood estimation and inference in threshold regression

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