Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

Journal of Econometrics

Volumn 58, Issue 1-2, 1993, Pages 71-120

  Ichimura, Hidehiko ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0003187405     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(93)90114-K     Document Type: Article

References (22)

1. Consistency in nonlinear econometric models A generic uniform law of large numbers
2. A generalized classical method of linear estimation of coefficients in a structural equation
3. A generalized linear model with ‘Gaussian’ regressor variables
4. Distribution-free maximum likelihood estimator of the binary choice model
5. Optimal smoothing in single index models
6. Non-parametric analysis of a generalized regression model
7. Semiparametric least squares estimation of multiple index models: Single equation estimation
8. The maximum score estimation of the stochastic utility model of choice
9. Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator
10. On regression estimator
11. On estimation of a probability density function and mode
12. Sufficient conditions for the consistency of maximum likelihood estimation despite misspecification of distribution
13. Consistent estimation of scaled coefficients
14. Smooth regression analysis