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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Main Authors: | LEE, Myoung-jae, HUANG, Fali, KIM, Young-sook |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2008
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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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