메뉴 건너뛰기




Volumn 137, Issue 2, 2007, Pages 577-614

On efficient estimation of the ordered response model

Author keywords

B splines; Efficiency; Monotonicity; Ordered response; Sieve

Indexed keywords

FEES AND CHARGES; FUNCTION EVALUATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; SPLINES;

EID: 33847208453     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.10.003     Document Type: Article
Times cited : (12)

References (34)
  • 1
    • 0141981616 scopus 로고    scopus 로고
    • Efficient estimation of models with conditional moment restrictions containing unknown functions
    • Ai C., and Chen X. Efficient estimation of models with conditional moment restrictions containing unknown functions. Econometrica 71 (2003) 1795-1843
    • (2003) Econometrica , vol.71 , pp. 1795-1843
    • Ai, C.1    Chen, X.2
  • 2
    • 0000434492 scopus 로고
    • Information and asymptotic efficiency in parametric-nonparametric models
    • Begun J.M., Hall W.J., Huang W., and Wellner J.A. Information and asymptotic efficiency in parametric-nonparametric models. Annals of Statistics 11 (1983) 432-452
    • (1983) Annals of Statistics , vol.11 , pp. 432-452
    • Begun, J.M.1    Hall, W.J.2    Huang, W.3    Wellner, J.A.4
  • 3
    • 38149130328 scopus 로고
    • Asymptotic efficiency in semiparametric models with censoring
    • Chamberlain G. Asymptotic efficiency in semiparametric models with censoring. Journal of Econometrics 32 (1986) 189-218
    • (1986) Journal of Econometrics , vol.32 , pp. 189-218
    • Chamberlain, G.1
  • 4
    • 0242482219 scopus 로고    scopus 로고
    • Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
    • Chen S., and Khan S. Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models. Journal of Econometrics 117 (2003) 245-278
    • (2003) Journal of Econometrics , vol.117 , pp. 245-278
    • Chen, S.1    Khan, S.2
  • 5
    • 0004403816 scopus 로고    scopus 로고
    • Sieve extremum estimates for weakly dependent data
    • Chen X., and Shen X. Sieve extremum estimates for weakly dependent data. Econometrica 66 (1998) 289-314
    • (1998) Econometrica , vol.66 , pp. 289-314
    • Chen, X.1    Shen, X.2
  • 6
    • 0346490391 scopus 로고    scopus 로고
    • Estimation of the binary response model using a mixture of distributions estimator (MOD)
    • Coppejans M. Estimation of the binary response model using a mixture of distributions estimator (MOD). Journal of Econometrics 102 (2001) 231-261
    • (2001) Journal of Econometrics , vol.102 , pp. 231-261
    • Coppejans, M.1
  • 7
    • 0242643040 scopus 로고    scopus 로고
    • Coppejans, M., 2003. Flexible but parsimonious demand designs: the case of gasoline. Review of Economics and Statistics August, 1-31.
  • 8
    • 4344709080 scopus 로고    scopus 로고
    • On Kolmogorov's representation of functions of several variables by functions of one variable
    • Coppejans M. On Kolmogorov's representation of functions of several variables by functions of one variable. Journal of Econometrics 123 (2004) 1-31
    • (2004) Journal of Econometrics , vol.123 , pp. 1-31
    • Coppejans, M.1
  • 9
    • 0041122672 scopus 로고
    • Efficiency bounds for distribution free estimators of binary choice and censored error distribution
    • Cosslett S.R. Efficiency bounds for distribution free estimators of binary choice and censored error distribution. Econometrica 55 (1987) 559-585
    • (1987) Econometrica , vol.55 , pp. 559-585
    • Cosslett, S.R.1
  • 12
    • 0032019911 scopus 로고    scopus 로고
    • Post-secondary fees and the decision to attend a university or a community college
    • Hilmer M.J. Post-secondary fees and the decision to attend a university or a community college. Journal of Public Economics 67 (1998) 329-348
    • (1998) Journal of Public Economics , vol.67 , pp. 329-348
    • Hilmer, M.J.1
  • 13
    • 0005233377 scopus 로고    scopus 로고
    • A comparison of alternative specifications of the college attendance equation with an extension to two-stage selectivity-correction models
    • Hilmer M.J. A comparison of alternative specifications of the college attendance equation with an extension to two-stage selectivity-correction models. Economics of Education Review 20 (2001) 263-278
    • (2001) Economics of Education Review , vol.20 , pp. 263-278
    • Hilmer, M.J.1
  • 14
    • 0003187405 scopus 로고
    • Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
    • Ichimura H. Semiparametric least squares (SLS) and weighted SLS estimation of single-index models. Journal of Econometrics 58 (1993) 71-120
    • (1993) Journal of Econometrics , vol.58 , pp. 71-120
    • Ichimura, H.1
  • 15
    • 0036213111 scopus 로고    scopus 로고
    • Shift restrictions and semiparametric estimation in ordered response models
    • Klein R.W., and Sherman R.P. Shift restrictions and semiparametric estimation in ordered response models. Econometrica 70 (2002) 663-692
    • (2002) Econometrica , vol.70 , pp. 663-692
    • Klein, R.W.1    Sherman, R.P.2
  • 16
    • 0001488581 scopus 로고
    • An efficient semiparametric estimator for binary response models
    • Klein R.W., and Spady R.H. An efficient semiparametric estimator for binary response models. Econometrica 61 (1993) 387-421
    • (1993) Econometrica , vol.61 , pp. 387-421
    • Klein, R.W.1    Spady, R.H.2
  • 18
    • 0000450619 scopus 로고
    • Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
    • Lee L. Semiparametric maximum likelihood estimation of polychotomous and sequential choice models. Journal of Econometrics 65 (1995) 381-428
    • (1995) Journal of Econometrics , vol.65 , pp. 381-428
    • Lee, L.1
  • 19
    • 0031483041 scopus 로고    scopus 로고
    • Semiparametric estimation of location and other discrete choice moments
    • Lewbel A. Semiparametric estimation of location and other discrete choice moments. Econometric Theory 13 (1997) 32-51
    • (1997) Econometric Theory , vol.13 , pp. 32-51
    • Lewbel, A.1
  • 20
    • 33847208911 scopus 로고    scopus 로고
    • Lewbel, A., 2002. Ordered response threshold estimation. Working paper.
  • 22
    • 0039457359 scopus 로고
    • Censoring, martingales, and the cox model
    • Ritov Y., and Wellner J.A. Censoring, martingales, and the cox model. Contemporary Mathematics 80 (1988) 191-219
    • (1988) Contemporary Mathematics , vol.80 , pp. 191-219
    • Ritov, Y.1    Wellner, J.A.2
  • 23
    • 0040929007 scopus 로고
    • Sufficient conditions for the consistency of maximum likelihood estimation despite misspecification of distribution in multinomial discrete choice models
    • Ruud P.A. Sufficient conditions for the consistency of maximum likelihood estimation despite misspecification of distribution in multinomial discrete choice models. Econometrica 51 (1983) 225-228
    • (1983) Econometrica , vol.51 , pp. 225-228
    • Ruud, P.A.1
  • 24
    • 33847213582 scopus 로고    scopus 로고
    • Ruud, P.A., 2000. Semiparametric estimation of discrete choice models. Working paper.
  • 26
    • 0346977307 scopus 로고    scopus 로고
    • A simplified approach to computing efficiency bounds in semiparametric models
    • Severini T.A., and Tripathi G. A simplified approach to computing efficiency bounds in semiparametric models. Journal of Econometrics 102 (2001) 23-66
    • (2001) Journal of Econometrics , vol.102 , pp. 23-66
    • Severini, T.A.1    Tripathi, G.2
  • 27
    • 0031321079 scopus 로고    scopus 로고
    • On methods of sieves and penalization
    • Shen X. On methods of sieves and penalization. Annals of Statistics 25 (1997) 2555-2591
    • (1997) Annals of Statistics , vol.25 , pp. 2555-2591
    • Shen, X.1
  • 28
    • 21844489169 scopus 로고
    • Convergence rates of sieve estimates
    • Shen X., and Wong W.H. Convergence rates of sieve estimates. Annals of Statistics 22 (1994) 580-615
    • (1994) Annals of Statistics , vol.22 , pp. 580-615
    • Shen, X.1    Wong, W.H.2
  • 29
    • 33847224924 scopus 로고    scopus 로고
    • Stein, C., 1956. Efficient nonparametric testing and estimation. Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, vol. 1. University of California Press, Berkeley CA, pp. 187-195.
  • 30
    • 33847225952 scopus 로고    scopus 로고
    • Stone, C.J., 1980. Optimal rates of convergence for nonparametric estimators. Annals of Statistics 1348-1360.
  • 31
    • 17944382896 scopus 로고
    • Some efficiency bounds for semiparametric discrete choice models
    • Thompson T.S. Some efficiency bounds for semiparametric discrete choice models. Journal of Econometrics 58 (1993) 257-274
    • (1993) Journal of Econometrics , vol.58 , pp. 257-274
    • Thompson, T.S.1
  • 33
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White H. Maximum likelihood estimation of misspecified models. Econometrica 50 (1982) 1-25
    • (1982) Econometrica , vol.50 , pp. 1-25
    • White, H.1
  • 34
    • 0011410247 scopus 로고
    • On asymptotic efficiency in estimation theory
    • Wong W.H. On asymptotic efficiency in estimation theory. Statistica Sinica 1 (1992) 47-68
    • (1992) Statistica Sinica , vol.1 , pp. 47-68
    • Wong, W.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.