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Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator

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  • Delgado, Miguel A.
  • Rodriguez-Poo, Juan M.
  • Wolf, Michael

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 73 (2001)
Issue (Month): 2 (November)
Pages: 241-250

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Handle: RePEc:eee:ecolet:v:73:y:2001:i:2:p:241-250

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References

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  1. Manski, Charles F., 1975. "Maximum score estimation of the stochastic utility model of choice," Journal of Econometrics, Elsevier, vol. 3(3), pages 205-228, August.
  2. Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-31, May.
  3. repec:wop:humbsf:1996-44 is not listed on IDEAS
  4. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, EconWPA.
  5. J. Horowitz, 1996. "Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator," SFB 373 Discussion Papers 1996,44, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  6. Powell, James L. & Stock, James H. & Stoker, Thomas M., 1986. "Semiparametric estimation of weighted average derivatives," Working papers 1793-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  7. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
  8. Cosslett, Stephen R, 1983. "Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model," Econometrica, Econometric Society, vol. 51(3), pages 765-82, May.
  9. Manski, Charles F., 1985. "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator," Journal of Econometrics, Elsevier, vol. 27(3), pages 313-333, March.
  10. Stoker, Thomas M, 1986. "Consistent Estimation of Scaled Coefficients," Econometrica, Econometric Society, vol. 54(6), pages 1461-81, November.
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Cited by:
  1. Joseph Romano & Michael Wolf, 2003. "Exact and approximate stepdown methods for multiple hypothesis testing," Economics Working Papers 727, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series /2002/433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. Debashis Ghosh & Moulinath Banerjee & Pinaki Biswas, 2004. "Binary isotonic regression procedures, with application to cancer biomarkers," The University of Michigan Department of Biostatistics Working Paper Series 1037, Berkeley Electronic Press.
  4. Mariagiovanna Baccara & Ayse Imrohoroglu & Alistair J. Wilson & Leeat Yariv, 2012. "A Field Study on Matching with Network Externalities," American Economic Review, American Economic Association, vol. 102(5), pages 1773-1804, August.
  5. Joseph P. Romano & Michael Wolf, . "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers 245, Institute for Empirical Research in Economics - University of Zurich.
  6. Joseph P. Romano & Michael Wolf, 2003. "Stepwise multiple testing as formalized data snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra.
  7. Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Choi, In, 2005. "Subsampling vector autoregressive tests of linear constraints," Journal of Econometrics, Elsevier, vol. 124(1), pages 55-89, January.
  9. Chen, Jiawei & Song, Kejun, 2013. "Two-sided matching in the loan market," International Journal of Industrial Organization, Elsevier, vol. 31(2), pages 145-152.

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