Asymptotic Variance and Extensions of a Denisty-Weighted-Response Semiparametric Estimator

Asymptotic Variance and Extensions of a Denisty-Weighted-Response Semiparametric Estimator

Building on some early works, Lewbel (2000) proposed estimators for binary and ordered discrete response models with endogenous regressors. These estimators have been extended for panel data and for truncated and censored models by later papers. The estimators are particularly innovative in that the...

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Bibliographic Details
Main Authors: LEE, Myoung-jae, HUANG, Fali, KIM, Young-sook
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2008
Subjects:
semiparametrics
two-stage estimation
binary response
ordered discrete response
panel data
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/74
https://ink.library.smu.edu.sg/context/soe_research/article/1073/viewcontent/jetem19_1_3.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/74
https://ink.library.smu.edu.sg/context/soe_research/article/1073/viewcontent/jetem19_1_3.pdf

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