Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
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- Sokbae Lee & Myunghwan Seo, 2007. "Semiparametric Estimation Of A Binaryresponse Model With A Change-Pointdue To A Covariate Threshold," STICERD - Econometrics Paper Series 516, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Lee, Sokbae & Seo, Myung Hwan, 2007. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," LSE Research Online Documents on Economics 6806, London School of Economics and Political Science, LSE Library.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mayer Walter J. & Wu Chen, 2013. "A maximum score test for binary response models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 619-639, December.
- Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
More about this item
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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