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Maximum score estimation of a nonstationary binary choice model

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  • Moon, Hyungsik Roger

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 122 (2004)
Issue (Month): 2 (October)
Pages: 385-403

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Handle: RePEc:eee:econom:v:122:y:2004:i:2:p:385-403

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Web page: http://www.elsevier.com/locate/jeconom

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References

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  1. Guerre, Emmanuel & Moon, Hyungsik Roger, 2002. "A note on the nonstationary binary choice logit model," Economics Letters, Elsevier, vol. 76(2), pages 267-271, July.
  2. Peter C.B. Phillips, 1987. "Partially Identified Econometric Models," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.
  3. Joon Y. Park & Peter C. B. Phillips, 2000. "Nonstationary Binary Choice," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.
  4. Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-31, May.
  5. 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.
  6. Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University.
  7. 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.
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Cited by:
  1. Marcin Owczarczuk, 2008. "Maximum score type estimators," Working Papers 28, Department of Applied Econometrics, Warsaw School of Economics.

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