Root-n consistency of intercept estimators in a binary response model under tail restrictions
The intercept of the binary response model is irregularly identified when the supports of both the special regressor V and the error term ε are the whole real line. This leads to the estimator of the intercept having potentially a slower than √n convergence rate, which can result in a large estimatio...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2028 https://ink.library.smu.edu.sg/context/soe_research/article/3027/viewcontent/main_rnc_v4.pdf |
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| Institution: | Singapore Management University |
| Language: | English |