Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models

Journal of Econometrics

Volumn 117, Issue 2, 2003, Pages 245-278

  Chen, Songnian ^a   Khan, Shakeeb ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Binary choice; Multiplicative heteroskedasticity; Ordered response; Semiparametric efficiency bound

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; ESTIMATION; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS;

MULTIPLICATIVE HETEROSKEDASTICITY; PARAMETRIC RESTRICTION;

REGRESSION ANALYSIS;

EID: 0242482219     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00148-9     Document Type: Article

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