Local consistency of the iterative least-squares estimator for the semiparametric binary choice model
From MaRDI portal
Publication:2957762
DOI10.1007/978-4-431-54324-4_5zbMath1357.62202OpenAlexW999936056MaRDI QIDQ2957762
Publication date: 30 January 2017
Published in: Advances in Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-4-431-54324-4_5
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A simple ordered data estimator for inverse density weighted expectations
- Cube root asymptotics
- 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
- Consistency in generalized isotonic regression
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Rank estimators for monotonic index models
- Semiparametric methods in econometrics
- Weak convergence and empirical processes. With applications to statistics
- Introduction to empirical processes and semiparametric inference
- An Empirical Distribution Function for Sampling with Incomplete Information
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
- Asymptotic Statistics
- An Efficient Semiparametric Estimator for Binary Response Models
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- PIECEWISE-POLYNOMIAL APPROXIMATIONS OF FUNCTIONS OF THE CLASSES $ W_{p}^{\alpha}$
This page was built for publication: Local consistency of the iterative least-squares estimator for the semiparametric binary choice model