Semiparametric estimation of a single-index model with nonparametrically generated regressors

Econometric Theory

Volumn 13, Issue 1, 1997, Pages 3-31

  Ahn, Hyungtaik ^a  

^a VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031517991     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600005624     Document Type: Article

References (10)

1. Ahn, H. (1995) Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty. Journal of Econometrics 67, 337-378.
2. Ahn, H. & C.F. Manski (1993) Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations. Journal of Econometrics 56, 291-321.
3. Ahn, H. & J.L. Powell (1993) Semiparametric estimation of censored selection models with a nonparametric selection problem. Journal of Econometrics 58, 3-29.
4. Bierens, H.J. (1987) Kernel estimators of regression functions. In T.F. Bewley (ed.), Advances in Econometrics, Fifth World Congress, vol. I, pp. 99-144. Cambridge: Cambridge University Press.
5. Collomb, G. & W. Härdle (1986) Strong uniform convergence rate in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Stochastic Processes and Their Applications 23, 77-89.
6. Cosslett, S.R. (1983) Distribution-free maximum likelihood estimator of the binary choice model. Econometrica 51, 765-782.
7. Härdle, W. (1990) Applied Nonparametric Regression. Cambridge: Cambridge University Press.
8. Härdle, W., J. Hart, J.S. Marron, & A.B. Tsybakov (1992) Bandwidth choice for average derivative estimation. Journal of the American Statistical Association 87, 218-226.
9. 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.
10. Härdle, W. & A.B. Tsybakov (1993) How sensitive are average derivatives? Journal of Econometrics 58, 31-48.