Nonparametric estimation of dynamic discrete choice models for time series data
type: Item
instance of: scholarly article
title: Nonparametric estimation of dynamic discrete choice models for time series data
zbMATH Open document ID: 1466.62175
author: Byeong U. Park
author: Léopold Simar
author: Valentin Zelenyuk
published in: Computational Statistics and Data Analysis
publication date: 2018-08-14T00:00:00Z
full work available at URL: UQ415620 OA.pdf
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6917840
zbMATH Keywords: nonparametric quasi-likelihood
zbMATH Keywords: local-likelihood
zbMATH Keywords: dynamic probit
zbMATH Keywords: forecasting
MaRDI profile type: Publication
OpenAlex ID: W2552692316
Wikidata QID: Q56270537
cites work: Multivariate binary discrimination by the kernel method
cites work: Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
cites work: Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
cites work: Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
cites work: DYNAMIC TIME SERIES BINARY CHOICE
cites work: Nonparametric identification of a binary random factor in cross section data
cites work: Bootstrap methods: another look at the jackknife
cites work: Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
cites work: Non-parametric regression for binary dependent variables
cites work: Q4203557
cites work: Q4272618
cites work: An Econometric Analysis of Some Models for Constructed Binary Time Series
cites work: How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
cites work: Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
cites work: A Smoothed Maximum Score Estimator for the Binary Response Model
cites work: Predicting the Direction of the Fed's Target Rate
cites work: An Efficient Semiparametric Estimator for Binary Response Models
cites work: Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
cites work: Q3428623
cites work: Generalized nonparametric smoothing with mixed discrete and continuous data
cites work: Maximum score estimation of the stochastic utility model of choice
cites work: Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
cites work: MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
cites work: Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
cites work: Nonparametric identification and estimation of polychotomous choice models
cites work: On binary and categorical time series models with feedback
cites work: Nonstationary Binary Choice
cites work: Nonparametric estimation of regression functions with both categorical and continuous data
cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES
DBLP publication ID: journals/csda/ParkSZ17
DOI: 10.1016/J.CSDA.2016.10.024
description: scientific article; zbMATH DE number 6917840