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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書目詳細資料
Main Authors:	LEE, Myoung-jae, HUANG, Fali, KIM, Young-sook
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2008
主題:	semiparametrics two-stage estimation binary response ordered discrete response panel data Econometrics
在線閱讀:	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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