A semiparametric model for binary response and continuous outcomes under index heteroscedasticity
نویسندگان
چکیده
منابع مشابه
A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity
A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity This paper formulates a likelihood-based estimator for a double index, semiparametric binary response equation. A novel feature of this estimator is that it is based on density estimation under local smoothing. While the proofs differ from those based on alternative density estimators, the finite s...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2009
ISSN: 0883-7252
DOI: 10.1002/jae.1064