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Semiparametric Analysis Of Discrete Response: Asymptotic Properties Of The Maximum Score Estimator

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Cited by:

  1. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(3), pages 809-829, August.
  2. Thierry Magnac & Eric Maurin, 2008. "Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 835-864.
  3. de Jong, Robert M. & Woutersen, Tiemen, 2011. "Dynamic Time Series Binary Choice," Econometric Theory, Cambridge University Press, vol. 27(4), pages 673-702, August.
  4. Orville Mondal & Rui Wang, 2024. "Partial Identification of Binary Choice Models with Misreported Outcomes," Papers 2401.17137, arXiv.org.
  5. D. F. Benoit & D. Van Den Poel, 2010. "Binary quantile regression: A Bayesian approach based on the asymmetric Laplace density," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/662, Ghent University, Faculty of Economics and Business Administration.
  6. Albouy, Valerie & Davezies, Laurent & Debrand, Thierry, 2010. "Health expenditure models: A comparison using panel data," Economic Modelling, Elsevier, vol. 27(4), pages 791-803, July.
  7. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  8. Delgado, Miguel A. & Rodriguez-Poo, Juan M. & Wolf, Michael, 2001. "Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator," Economics Letters, Elsevier, vol. 73(2), pages 241-250, November.
  9. Myung Hwan Seo & Taisuke Otsu, 2016. "Local M-estimation with discontinuous criterion for dependent and limited observations," STICERD - Econometrics Paper Series /589, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  10. Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
  11. Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
  12. Jun Zhang & Bingqing Lin & Yiping Yang, 2022. "Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models," Statistical Papers, Springer, vol. 63(3), pages 885-918, June.
  13. Mayer, Walter J., 2005. "A semiparametric panel data model for markets in disequilibrium," Economics Letters, Elsevier, vol. 86(3), pages 367-371, March.
  14. João Santos Silva, 2019. "Quantile regression: Basics and recent advances," London Stata Conference 2019 27, Stata Users Group.
  15. Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
  16. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Econometrica, Econometric Society, vol. 88(5), pages 2203-2219, September.
  17. Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008. "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 299-338, December.
  18. Winter, Joachim, 0000. "Bracketing effects in categorized survey questions and the measurement of economic quantities," Sonderforschungsbereich 504 Publications 02-35, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  19. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017. "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 97-120.
  20. 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 14/13, Institute for Fiscal Studies.
  21. Centorrino, Samuele & Florens, Jean-Pierre, 2021. "Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors," Econometrics and Statistics, Elsevier, vol. 17(C), pages 35-63.
  22. Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February.
  23. Chen, Songnian, 2010. "An integrated maximum score estimator for a generalized censored quantile regression model," Journal of Econometrics, Elsevier, vol. 155(1), pages 90-98, March.
  24. Mogens Fosgerau, 2024. "Nonparametric approaches to describing heterogeneity," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 11, pages 308-318, Edward Elgar Publishing.
  25. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
  26. Yuzhi Cai, 2018. "A novel statistical approach to marketing campaigns," Working Papers 2018-21, Swansea University, School of Management.
  27. Klein, Thilo, 2024. "Matching for Credit: Identifying information asymmetries in joint-liability lending," ZEW Discussion Papers 24-070, ZEW - Leibniz Centre for European Economic Research.
  28. Igor Fedotenkov, 2013. "Consistency of the estimator of binary response models based on AUC maximization," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(3), pages 381-390, August.
  29. Otani, Suguru & Matsuda, Takuma, 2025. "Unified merger list in the container shipping industry from 1966 to 2022: A structural estimation of M&A matching," Transport Policy, Elsevier, vol. 165(C), pages 58-69.
  30. Bryan S. Graham, 2016. "Homophily and transitivity in dynamic network formation," CeMMAP working papers 16/16, Institute for Fiscal Studies.
  31. Chen, Songnian, 2019. "Quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 209(1), pages 1-17.
  32. repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
  33. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 271-300, October.
  34. Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018. "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, vol. 170(C), pages 24-26.
  35. Bruins, Marianne & Duffy, James A. & Keane, Michael P. & Smith, Anthony A., 2018. "Generalized indirect inference for discrete choice models," Journal of Econometrics, Elsevier, vol. 205(1), pages 177-203.
  36. repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4oogc0g is not listed on IDEAS
  37. Marcin Owczarczuk, 2015. "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(4), pages 205-217, December.
  38. Pierre Dubois & Alain de Janvry & Elisabeth Sadoulet, 2012. "Effects on School Enrollment and Performance of a Conditional Cash Transfer Program in Mexico," Journal of Labor Economics, University of Chicago Press, vol. 30(3), pages 555-589.
  39. Cristina Gualdani & Shruti Sinha, 2019. "Partial Identification in Matching Models for the Marriage Market," Papers 1902.05610, arXiv.org, revised Jul 2022.
  40. Lee, M.J., 1996. "A Root-N Consistent Semiparametric Estimator for Fixed Effect Binary Response Panel Data," Discussion Paper 1996-64, Tilburg University, Center for Economic Research.
  41. Molinari, Francesca, 2020. "Microeconometrics with partial identification," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 355-486, Elsevier.
  42. Madden, Gary & Mayer, Walter & Wu, Chen & Tran, Thien, 2015. "The forecasting accuracy of models of post-award network deployment: An application of maximum score tests," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1153-1158.
  43. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Discussion Paper 2013-061, Tilburg University, Center for Economic Research.
  44. Roberto Rigobon, 2002. "Contagion: How to Measure It?," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 269-334, National Bureau of Economic Research, Inc.
  45. Chen, Songnian & Khan, Shakeeb, 2003. "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models," Journal of Econometrics, Elsevier, vol. 117(2), pages 245-278, December.
  46. Steven T. Berry & Philip A. Haile, 2014. "Identification in Differentiated Products Markets Using Market Level Data," Econometrica, Econometric Society, vol. 82, pages 1749-1797, September.
  47. Zhang, Jun & Lin, Bingqing & Zhou, Yan, 2021. "Kernel density estimation for partial linear multivariate responses models," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
  48. Santos, Carlos, 2011. "The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis," MPRA Paper 31341, University Library of Munich, Germany.
  49. Gregory Kordas, 2006. "Smoothed binary regression quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 387-407, April.
  50. 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.
  51. Steven Lehrer & Gregory Kordas, 2013. "Matching using semiparametric propensity scores," Empirical Economics, Springer, vol. 44(1), pages 13-45, February.
  52. Manski, Charles F., 2023. "Probabilistic prediction for binary treatment choice: With focus on personalized medicine," Journal of Econometrics, Elsevier, vol. 234(2), pages 647-663.
  53. Gaurab Aryal & Maria F. Gabrielli & Quang Vuong, 2021. "Semiparametric Estimation of First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 373-385, March.
  54. Chen, Cathy W.S. & Dong, Manh Cuong & Liu, Nathan & Sriboonchitta, Songsak, 2019. "Inferences of default risk and borrower characteristics on P2P lending," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  55. Rosa L. Matzkin, 1988. "Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold-Crossing Models," Cowles Foundation Discussion Papers 889, Cowles Foundation for Research in Economics, Yale University.
  56. McDonald, James B., 1996. "An application and comparison of some flexible parametric and semi-parametric qualitative response models," Economics Letters, Elsevier, vol. 53(2), pages 145-152, November.
  57. Dominic Coey & Bradley J. Larsen & Kane Sweeney & Caio Waisman, 2021. "Scalable Optimal Online Auctions," Marketing Science, INFORMS, vol. 40(4), pages 593-618, July.
  58. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
  59. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
  60. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
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  64. Stéphane Bonhomme & Martin Weidner, 2020. "Posterior average effects," CeMMAP working papers CWP49/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  65. Gregory Kordas, 2006. "Smoothed binary regression quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 387-407.
  66. Kettlewell, Nathan & Walker, Matthew J. & Yoo, Hong Il, 2024. "Alternative Models of Preference Heterogeneity for Elicited Choice Probabilities," IZA Discussion Papers 16821, Institute of Labor Economics (IZA).
  67. Haiqing Xu, 2014. "Estimation of discrete games with correlated types," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 241-270, October.
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  71. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Other publications TiSEM d63bf400-7ff2-4a1c-8067-1, Tilburg University, School of Economics and Management.
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