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Maximum score estimation of a nonstationary binary choice model

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  • Moon, Hyungsik Roger

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  • Moon, Hyungsik Roger, 2004. "Maximum score estimation of a nonstationary binary choice model," Journal of Econometrics, Elsevier, vol. 122(2), pages 385-403, October.
  • Handle: RePEc:eee:econom:v:122:y:2004:i:2:p:385-403
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    References listed on IDEAS

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    1. Joon Y. Park & Peter C. B. Phillips, 2000. "Nonstationary Binary Choice," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.
    2. 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.
    3. Phillips, P.C.B., 1989. "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.
    4. 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.
    5. Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
    6. Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-161, January.
    7. 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.
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    Cited by:

    1. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised Nov 2017.
    2. Julia Kloos & Niklas Baumert, 2015. "Preventive resettlement in anticipation of sea level rise: a choice experiment from Alexandria, Egypt," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 76(1), pages 99-121, March.
    3. Marcin Owczarczuk, 2009. "Maximum Score Type Estimators," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(1), pages 7-34, March.
    4. Marcin Owczarczuk, 2015. "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(4), pages 205-217, December.
    5. Taisuke Otsu & Myung Hwan Seo, 2014. "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.

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