Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
type: Item
instance of: scholarly article
title: Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
zbMATH Open document ID: 1030.62025
DOI: 10.1016/S0304-4076(03)00148-9
author: Songnian Chen
author: Shakeeb Khan
published in: Journal of Econometrics
publication date: 2003-12-04T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 2012986
zbMATH Keywords: Binary choice
zbMATH Keywords: Ordered response
zbMATH Keywords: Multiplicative heteroskedasticity
zbMATH Keywords: Semiparametric efficiency bound
MaRDI profile type: Publication
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full work available at URL: s0304-4076(03)00148-9
OpenAlex ID: W2008579585
description: scientific article; zbMATH DE number 2012986