A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES

DOI10.1017/S0266466606060336zbMath1125.62025OpenAlexW3123071723MaRDI QIDQ3408517

Emmanuel Guerre, Hyungsik Roger Moon

Publication date: 14 November 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466606060336

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Best subset binary prediction ⋮ Estimation for single-index and partially linear single-index integrated models ⋮ Nonstationary nonlinear quantile regression

Cites Work

• Maximum score estimation of a nonstationary binary choice model
• Cube root asymptotics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• Maximum score estimation of the stochastic utility model of choice
• A note on the nonstationary binary choice logit model
• Index models with integrated time series
• Nonstationary discrete choice
• On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Nonstationary Binary Choice
• Nonlinear Regressions with Integrated Time Series

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