Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates
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Bibliographic InfoPaper provided by University of Iowa, Department of Economics in its series Working Papers with number 94-22.
Date of creation: 1994
Date of revision:
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Postal: University of Iowa, Department of Economics, Henry B. Tippie College of Business, Iowa City, Iowa 52242
Phone: (319) 335-0829
Fax: (319) 335-1956
Web page: http://tippie.uiowa.edu/economics/
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Other versions of this item:
- J. L. HOROWITZ & Wolfgang HÄRDLE, 1994. "Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates," SFB 373 Discussion Papers 1994,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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- Jia Chen & Jiti Gao & Degui Li, 2010.
"Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions,"
School of Economics Working Papers
2010-09, University of Adelaide, School of Economics.
- Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
- Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers 12/11, Monash University, Department of Econometrics and Business Statistics.
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- Horowitz, J. & Gorgens, T., 1995. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers 95-15, University of Iowa, Department of Economics.
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- Horowitz, Joel L. & Lee, Sokbae, 2004. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," Journal of Econometrics, Elsevier, vol. 119(1), pages 155-198, March.
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- Nese Yildiz, 2012. "Estimation of Binary Choice Models with Linear Index and Dummy Endogenous Variables," KoÃ§ University-TUSIAD Economic Research Forum Working Papers 1202, Koc University-TUSIAD Economic Research Forum.
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- Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics.
- Gorgens, T., 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Papers 99-25, Carleton - School of Public Administration.
- König, Anja, 1997. "Schätzen und Testen in semiparametrischen partiell linearen Modellen für die Paneldatenanalyse," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover dp-208, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, EconWPA.
- Lewbel, Arthur, 2000.
"Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables,"
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- Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics.
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