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Volumn 122, Issue 2, 2004, Pages 385-403

Maximum score estimation of a nonstationary binary choice model

Author keywords

Binary choice; Maximum score estimation; Nonstationary explanatory variables

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; FINANCE; INTEGRAL EQUATIONS; MATHEMATICAL OPERATORS; PROBABILITY; SET THEORY;

EID: 3342886294     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2003.10.027     Document Type: Article
Times cited : (12)

References (15)
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  • 3
    • 0000444966 scopus 로고
    • A smoothed maximum score estimator for the binary response model
    • Horowitz J. A smoothed maximum score estimator for the binary response model. Econometrica. 60:1992;505-531.
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    • Horowitz, J.1
  • 4
    • 0003257407 scopus 로고    scopus 로고
    • Semiparametric methods in econometrics
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    • (1998) Lecture Notes in Statistics , vol.131
    • Horowitz, J.1
  • 7
    • 49549144751 scopus 로고
    • Maximum score estimation of the stochastic utility model of choice
    • Manski C. Maximum score estimation of the stochastic utility model of choice. Journal of Econometrics. 3:1975;205-228.
    • (1975) Journal of Econometrics , vol.3 , pp. 205-228
    • Manski, C.1
  • 8
    • 0000305992 scopus 로고
    • Semiparametric analysis of discrete response
    • Manski C. Semiparametric analysis of discrete response. Journal of Econometrics. 27:1985;313-333.
    • (1985) Journal of Econometrics , vol.27 , pp. 313-333
    • Manski, C.1
  • 10
    • 0001004113 scopus 로고    scopus 로고
    • Nonstationary binary choice
    • Park J., Phillips P.C.B. Nonstationary binary choice. Econometrica. 68:2000;1249-1280.
    • (2000) Econometrica , vol.68 , pp. 1249-1280
    • Park, J.1    Phillips, P.C.B.2
  • 11
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    • Nonlinear regressions with integrated time series
    • Park J., Phillips P.C.B. Nonlinear regressions with integrated time series. Econometrica. 69:2001;117-162.
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    • Park, J.1    Phillips, P.C.B.2
  • 12
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    • Partially identified econometric models
    • Phillips P.C.B. Partially identified econometric models. Econometric Theory. 5:1989;181-240.
    • (1989) Econometric Theory , vol.5 , pp. 181-240
    • Phillips, P.C.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.