Maximum score estimation with nonparametrically generated regressors

DOI10.1111/ECTJ.12034OpenAlexW2235904564MaRDI QIDQ5093238

Sokbae Lee, Myung Jae Sung, Le-Yu Chen

Publication date: 26 July 2022

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

Full work available at URL: http://hdl.handle.net/10419/111378

zbMATH Keywords

\(M\)-estimationdiscrete choicemaximum score estimationcube root asymptoticsgenerated regressorpreference parameters

Mathematics Subject Classification ID

Statistics (62-XX)

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