ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS

DOI10.1017/S026646661700041XzbMath1406.62150OpenAlexW2763021048MaRDI QIDQ4554601

Yichong Zhang, Lili Tan

Publication date: 9 November 2018

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

Full work available at URL: https://doi.org/10.1017/s026646661700041x

zbMATH Keywords

consistencybinary responseintercept estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Non-separable models with high-dimensional data

Cites Work

• Unnamed Item
• Unnamed Item
• A simple ordered data estimator for inverse density weighted expectations
• Identification and information in monotone binary models
• Informational content of special regressors in heteroskedastic binary response models
• Estimating features of a distribution from binomial data
• A note on the inverse bootstrap process for large quantiles
• On the estimation of the extreme-value index and large quantile estimation
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Optimal bandwidth choice for density-weighted averages
• Maximum score estimation of the stochastic utility model of choice
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Irregular Identification, Support Conditions, and Inverse Weight Estimation
• EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
• Root-N-Consistent Semiparametric Regression
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Asymptotic Statistics
• Endogeneity in Semiparametric Binary Response Models
• Semiparametric Estimation of Index Coefficients
• Identification of Binary Response Models
• A Simple Estimator for Binary Choice Models with Endogenous Regressors
• An Efficient Semiparametric Estimator for Binary Response Models
• Heavy-Tail Phenomena

This page was built for publication: ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS