Semiparametric Structural Models of Binary Response
Title | Semiparametric Structural Models of Binary Response PDF eBook |
Author | Andrew Chesher |
Publisher | |
Pages | |
Release | 2011 |
Genre | |
ISBN |
The paper studies the partial identifying power of structural single equation threshold crossing models for binary responses when explanatory variables may be endogenous. The paper derives the sharp identified set of threshold functions for the case in which explanatory variables are discrete and provides a constructive proof of sharpness. There is special attention to a widely employed semiparametric shape restriction which requires the threshold crossing function to be a monotone function of a linear index involving the observable explanatory variables. It is shown that the restriction brings great computational benefits, allowing direct calculation of the identified set of index coefficients without calculating the nonparametrically specified threshold function. With the restriction in place the methods of the paper can be applied to produce identified sets in a class of binary response models with mis-measured explanatory variables. -- Binary Response ; Endogeneity ; Incomplete models ; Index Restrictions ; Instrumental variables ; Measurement Error Models ; Partial Identification ; Probit Models ; Shape Restrictions ; Threshold Crossing Models
Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
Title | Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data PDF eBook |
Author | Charles F. Manski |
Publisher | |
Pages | 24 |
Release | 1985 |
Genre | Linear models (Statistics). |
ISBN |
Comparing Parametric and Semiparametric Binary Response Models
Title | Comparing Parametric and Semiparametric Binary Response Models PDF eBook |
Author | |
Publisher | |
Pages | 25 |
Release | 1995 |
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A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity
Title | A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity PDF eBook |
Author | |
Publisher | |
Pages | |
Release | 2006 |
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ISBN |
Nonparametric and Semiparametric Methods in Econometrics and Statistics
Title | Nonparametric and Semiparametric Methods in Econometrics and Statistics PDF eBook |
Author | William A. Barnett |
Publisher | Cambridge University Press |
Pages | 512 |
Release | 1991-06-28 |
Genre | Business & Economics |
ISBN | 9780521424318 |
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Nonparametric and Semiparametric Models
Title | Nonparametric and Semiparametric Models PDF eBook |
Author | Wolfgang Karl Härdle |
Publisher | Springer Science & Business Media |
Pages | 317 |
Release | 2012-08-27 |
Genre | Mathematics |
ISBN | 364217146X |
The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.
Handbook of Econometrics
Title | Handbook of Econometrics PDF eBook |
Author | |
Publisher | Elsevier |
Pages | 594 |
Release | 2020-11-25 |
Genre | Business & Economics |
ISBN | 0444636544 |
Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist