Smoothed maximum score estimation with nonparametrically generated covariates

DOI10.1080/07474938.2021.1889205zbMath1490.62426OpenAlexW3192097064MaRDI QIDQ5861059

Xirong Chen, Wenzheng Gao, Xiaoyong Cao, Cheng Hsiao

Publication date: 4 March 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2021.1889205

zbMATH Keywords

smoothed maximum score estimatorbinary choice modelgenerated covariate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

Semi-parametric estimation of multinomial choice model with unobserved heterogeneity ⋮ Econometric Reviews Honors Cheng Hsiao

Cites Work

• Unnamed Item
• Identification of binary choice models with social interactions
• Nonparametric regression with nonparametrically generated covariates
• Binary quantile regression with local polynomial smoothing
• Semiparametric estimation of a simultaneous game with incomplete information
• Cube root asymptotics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
• Maximum score estimation of the stochastic utility model of choice
• Convergence rates and asymptotic normality for series estimators
• A data-driven bandwidth selection method for the smoothed maximum score estimator
• Bootstrap critical values for tests based on the smoothed maximum score estimator
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
• Weak convergence and empirical processes. With applications to statistics
• On the root-\(n\)-consistent semiparametric estimation of partially linear models
• Introduction to empirical processes and semiparametric inference
• AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL
• Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
• Root-N-Consistent Semiparametric Regression
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
• The Asymptotic Variance of Semiparametric Estimators
• Estimation of a Panel Data Sample Selection Model
• Semiparametric Estimation of Index Coefficients
• Maximum score estimation with nonparametrically generated regressors
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth

This page was built for publication: Smoothed maximum score estimation with nonparametrically generated covariates