Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

Journal of Econometrics

Volumn 144, Issue 2, 2008, Pages 492-499

  Lee, Sokbae ^a   Seo, Myung Hwan ^b  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Binary response model; Maximum score estimation; Nonlinear random utility models; Semiparametric estimation; Threshold regression

Indexed keywords

ASYMPTOTIC ANALYSIS; FOOD PROCESSING; MATHEMATICAL MODELS; MODAL ANALYSIS; PAPER; PARAMETER ESTIMATION; STATISTICS; STOCHASTIC MODELS;

(001) PARAMETER; (2+1)-DIMENSIONAL; ASYMPTOTIC BEHAVIORS; ASYMPTOTIC PROPERTIES; BINARY RESPONSE; CHANGE POINTS; COVARIATE; ESTIMATION METHODS; HETEROSKEDASTICITY; OBJECTIVE FUNCTION (OF); REGRESSION FUNCTIONS; SEMI PARAMETRIC ESTIMATION; SUFFICIENT CONDITIONS (SC); UTILITY MODELS;

ESTIMATION;

EID: 45849105160     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.02.003     Document Type: Article

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