Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
نویسندگان
چکیده
منابع مشابه
Semiparametric Least Squares Estimation of Monotone Single Index Models and Its Application to the Itelative Least Squares Estimation of Binary Choice Models
The Semiparametric Least Squares (SLS) estimation for single index models is studied. Applying the isometric regression by Ayer et al (1955), the method minimizes the mean squared errors with respect to both finite and infinite dimensional parameters. A proof of consistency and an upper bound of convergence rates is offered. As an application example of the SLS estimation, asymptotic normality ...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1993
ISSN: 0304-4076
DOI: 10.1016/0304-4076(93)90114-k