A comparison of semiparametric estimators for the ordered response model

DOI10.1016/j.csda.2004.05.027zbMath1429.62700OpenAlexW2127063692MaRDI QIDQ957221

Mark B. Stewart

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.027

zbMATH Keywords

semiparametric estimationordered response models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (5)

Ordered response models ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ A Simple Estimator for Binary Choice Models with Endogenous Regressors ⋮ Generalized linear mixed model with Bayesian rank likelihood ⋮ Second special issue on computational econometrics

Cites Work

• Semi-Nonparametric Maximum Likelihood Estimation
• A simple ordered data estimator for inverse density weighted expectations
• Identification and information in monotone binary models
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Tests of specification in econometrics
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Measuring the costs of children: parametric and semiparametric estimators1
• Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
• On a Simple Estimate of the Reciprocal of the Density Function

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