Semiparametric Estimation of Binary Choice Models
Title | Semiparametric Estimation of Binary Choice Models PDF eBook |
Author | Kazumitsu Nawata |
Publisher | |
Pages | 26 |
Release | 1989 |
Genre | |
ISBN |
Semiparametric Estimation of Binary Choice Models Based on Medians of the Grouped Data
Title | Semiparametric Estimation of Binary Choice Models Based on Medians of the Grouped Data PDF eBook |
Author | Kazumitsu Nawata |
Publisher | |
Pages | 66 |
Release | 1989 |
Genre | Estimation theory |
ISBN |
Semiparametric Estimation and Efficiency Bounds of Binary Choice Models when the Models Contain One Continuous Variable
Title | Semiparametric Estimation and Efficiency Bounds of Binary Choice Models when the Models Contain One Continuous Variable PDF eBook |
Author | Kazumitsu Nawata |
Publisher | |
Pages | |
Release | 1988 |
Genre | |
ISBN |
Semiparametric Estimation of Binary Discrete Choice Models
Title | Semiparametric Estimation of Binary Discrete Choice Models PDF eBook |
Author | Margarida Genius |
Publisher | |
Pages | 274 |
Release | 1990 |
Genre | Estimation theory |
ISBN |
Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
Title | Semiparametric Estimation of Dynamic Binary Choice Panel Data Models PDF eBook |
Author | Fu Ouyang |
Publisher | |
Pages | |
Release | 2020 |
Genre | |
ISBN |
Semiparametric Estimation of the Binary Choice Model for Contingent Valuation
Title | Semiparametric Estimation of the Binary Choice Model for Contingent Valuation PDF eBook |
Author | Chuan-Zhong Li |
Publisher | |
Pages | 19 |
Release | 1996 |
Genre | |
ISBN |
Indirect Estimation of Semiparametric Binary Choice Models
Title | Indirect Estimation of Semiparametric Binary Choice Models PDF eBook |
Author | Joakim Westerlund |
Publisher | |
Pages | 0 |
Release | 2014 |
Genre | |
ISBN |
One of the most cited studies within the field of binary choice models is that of Klein and Spady (1993), in which the authors propose a semiparametric estimator for use when the distribution of the error term is unknown. However, although theoretically appealing, the estimator has been found to be difficult to implement, and therefore not very attractive from an applied point of view. The current study offers an indirect inference-based solution to this problem. The new estimator is not only simple with good small-sample properties, but also consistent and asymptotically normal.