SCOPUS 정보 검색 플랫폼

Volumn 13, Issue 1, 1997, Pages 32-51

Semiparametric estimation of location and other discrete choice moments

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031483041 PISSN: 02664666 EISSN: None Source Type: Journal
DOI: 10.1017/s0266466600005636 Document Type: Article

Times cited : (26)

References (11)

1
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- Unpublished draft
- Aït-Sahalia, Y. (1992) The Delta and Bootstrap Methods for Nonlinear Functionals of Nonparametric Kernel Estimators Based on Dependent Multivariate Data. Unpublished draft.
- (1992) The Delta and Bootstrap Methods for Nonlinear Functionals of Nonparametric Kernel Estimators Based on Dependent Multivariate Data
- Aït-Sahalia, Y.¹

2
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- Asymptotics for semiparametric econometric models via stochastic equi-continuity
- Andrews, D.W.K. (1994) Asymptotics for semiparametric econometric models via stochastic equi-continuity. Econometrica 62, 43-72.
- (1994) Econometrica , vol.62 , pp. 43-72
- Andrews, D.W.K.¹

3
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- Nonparametric kernel estimation for semiparametric models
- Andrews, D.W.K. (1995) Nonparametric kernel estimation for semiparametric models. Econometric Theory 11, 560-596.
- (1995) Econometric Theory , vol.11 , pp. 560-596
- Andrews, D.W.K.¹

4
- 0001908707
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Collomb, G. & Härdle, W. (1986) Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Stochastic Processes and Their Applications 23, 77-89.
- (1986) Stochastic Processes and Their Applications , vol.23 , pp. 77-89
- Collomb, G.¹ Härdle, W.²

5
- 0000302013
- Distribution-free maximum likelihood estimator of the binary choice model
- Cosslett, S.R. (1983) Distribution-free maximum likelihood estimator of the binary choice model. Econometrica 51, 765-782.
- (1983) Econometrica , vol.51 , pp. 765-782
- Cosslett, S.R.¹

6
- 21344496605
- Nonparametric regression with errors in variables
- Fan, J. & Y.K. Truong (1993) Nonparametric regression with errors in variables. The Annals of Statistics 21, 1900-1925.
- (1993) The Annals of Statistics , vol.21 , pp. 1900-1925
- Fan, J.¹ Truong, Y.K.²

7
- 0002245296
- Semi-nonparametric maximum likelihood estimation
- Gallant, A.R. & D.W. Nychka (1987) Semi-nonparametric maximum likelihood estimation. Econometrica 55, 363-390.
- (1987) Econometrica , vol.55 , pp. 363-390
- Gallant, A.R.¹ Nychka, D.W.²

8
- 0003841907
- New York: John Wiley & Sons
- Hampel, F.R., E. Ronchetti, P. Rousseeuw, & W. Stahel (1986) Robust Statistics - The Approach Based on Influence Functions. New York: John Wiley & Sons.
- (1986) Robust Statistics - the Approach Based on Influence Functions
- Hampel, F.R.¹ Ronchetti, E.² Rousseeuw, P.³ Stahel, W.⁴

9
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- Econometric Society Monograph 19. Cambridge: Cambridge University Press
- Härdle, W. (1990) Applied Nonparametric Regression. Econometric Society Monograph 19. Cambridge: Cambridge University Press.
- (1990) Applied Nonparametric Regression
- Härdle, W.¹

10
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- Bandwidth choice for average derivative estimation
- Härdle, W., J. Hart, J.S. Marron, & A.B. Tsybakov (1992) Bandwidth choice for average derivative estimation. Journal of the American Statistical Society 87, 218-226.
- (1992) Journal of the American Statistical Society , vol.87 , pp. 218-226
- Härdle, W.¹ Hart, J.² Marron, J.S.³ Tsybakov, A.B.⁴

11
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- Investigating smooth multiple regression by the method of average derivatives
- Härdle, W. & T.M. Stoker (1989) Investigating smooth multiple regression by the method of average derivatives. Journal of the American Statistical Association 84, 986-995.
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- Härdle, W.¹ Stoker, T.M.²

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