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Citations for "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator"

by Manski, Charles F.

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  1. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
  3. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
  4. 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.
  5. Tarjáni, Hajnalka & Csorba, Gergely, 2005. "Nyári Műhely. MTA Közgazdaságtudományi Intézet, Budapest, 2005. június 27-29
    [Summer workshop]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 698-706.
  6. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4oogc0g is not listed on IDEAS
  7. Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Working Papers hal-01069483, HAL.
  8. 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.
  9. Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
  10. Yingying Dong & Arthur Lewbel, 2012. "Simple Estimators for Binary Choice Models with Endogenous Regressors," Working Papers 111204, University of California-Irvine, Department of Economics.
  11. Komarova, Tatiana, 2013. "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, vol. 177(1), pages 14-33.
  12. Khan, Shakeeb, 2013. "Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions," Journal of Econometrics, Elsevier, vol. 172(1), pages 168-182.
  13. Thierry Magnac & Eric Maurin, 2007. "Identification and Information in Monotone Binary Models," Post-Print halshs-00754218, HAL.
  14. Li, Ming-Yuan Leon & Miu, Peter, 2010. "A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 818-833, September.
  15. Dominic Coey, 2013. "Physician Incentives and Treatment Choices in Heart Attack Management," Discussion Papers 12-027, Stanford Institute for Economic Policy Research.
  16. Alban Thomas, 2002. "Consistent estimation of discrete-choice models for panel data with multiplicative effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-2, International Conferences on Panel Data.
  17. 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.
  18. Dries Benoit & Rahim Alhamzawi & Keming Yu, 2013. "Bayesian lasso binary quantile regression," Computational Statistics, Springer, vol. 28(6), pages 2861-2873, December.
  19. repec:cep:stiecm:/2012/559 is not listed on IDEAS
  20. Arduini, Tiziano & De Arcangelis, Giuseppe & Del Bello, Carlo Leone, 2011. "Currency Crises During the Great Recession: Is This Time Different?," MPRA Paper 36528, University Library of Munich, Germany.
  21. Yingying Dong & Arthur Lewbel, 2012. "A Simple Estimator for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 807, Boston College Department of Economics.
  22. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76 Elsevier.
  23. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po Economics Discussion Papers 2014-05, Sciences Po Departement of Economics.
  24. Sanghamitra Das, 1990. "A Micro Econometric Model of Capital Utilization and Retirement," NBER Working Papers 3568, National Bureau of Economic Research, Inc.
  25. Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
  26. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  27. Mogens Fosgerau, 2014. "Nonparametric approaches to describing heterogeneity," Chapters, in: Handbook of Choice Modelling, chapter 11, pages 257-267 Edward Elgar Publishing.
  28. Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
  29. Marcin Owczarczuk, 2008. "Maximum score type estimators," Working Papers 28, Department of Applied Econometrics, Warsaw School of Economics.
  30. Marianne Bruins & James A. Duffy & Michael P. Keane & Anthony A. Smith, Jr, 2015. "Generalized Indirect Inference for Discrete Choice Models," Economics Papers 2015-W08, Economics Group, Nuffield College, University of Oxford.
  31. 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.
  32. Wan, Yuanyuan & Xu, Haiqing, 2014. "Semiparametric identification of binary decision games of incomplete information with correlated private signals," Journal of Econometrics, Elsevier, vol. 182(2), pages 235-246.
  33. Huang, J u-Chin & Nychka, Douglas W., 2000. "A nonparametric multiple choice method within the random utility framework," Journal of Econometrics, Elsevier, vol. 97(2), pages 207-225, August.
  34. Ahn, Hyungtaik, 1995. "Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty," Journal of Econometrics, Elsevier, vol. 67(2), pages 337-378, June.
  35. Elliott, Graham & Lieli, Robert P., 2013. "Predicting binary outcomes," Journal of Econometrics, Elsevier, vol. 174(1), pages 15-26.
  36. Horowitz, Joel L., 2002. "Bootstrap critical values for tests based on the smoothed maximum score estimator," Journal of Econometrics, Elsevier, vol. 111(2), pages 141-167, December.
  37. Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
  38. Bryan S. Graham, 2016. "Homophily and Transitivity in Dynamic Network Formation," NBER Working Papers 22186, National Bureau of Economic Research, Inc.
  39. Guggenberger, Patrik & Smith, Richard J., 2008. "Generalized empirical likelihood tests in time series models with potential identification failure," Journal of Econometrics, Elsevier, vol. 142(1), pages 134-161, January.
  40. Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January.
  41. Oh, Man-Suk & Park, Eun Sug & So, Beong-Soo, 2016. "Bayesian variable selection in binary quantile regression," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 177-181.
  42. Coppejans, Mark, 2001. "Estimation of the binary response model using a mixture of distributions estimator (MOD)," Journal of Econometrics, Elsevier, vol. 102(2), pages 231-269, June.
  43. 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.
  44. Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
  45. Joel L. Horowitz & N. E. Savin, 2001. "Binary Response Models: Logits, Probits and Semiparametrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 43-56, Fall.
  46. Hussein Hashem & Veronica Vinciotti & Rahim Alhamzawi & Keming Yu, 2016. "Quantile regression with group lasso for classification," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(3), pages 375-390, September.
  47. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
  48. Nawata, K., 1997. "Estimation of generalised regression models by the grouping method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 503-510.
  49. Haiqing Xu, . "Estimation of Discrete Games with Correlated Types," Department of Economics Working Papers 130909, The University of Texas at Austin, Department of Economics.
  50. World Bank, 2005. "Bolivia : Poverty Assessment, Establishing the Basis for More Pro-Poor Growth," World Bank Other Operational Studies 8412, The World Bank.
  51. 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.
  52. Tucci, Marco P., 2002. "A note on global optimization in adaptive control, econometrics and macroeconomics," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1739-1764, August.
  53. 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.
  54. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
  55. Steven T. Berry & Philip Haile, 2010. "Identification in Differentiated Products Markets Using Market Level Data," Cowles Foundation Discussion Papers 1744R, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
  56. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, EconWPA.
  57. Skouras, Spyros, 2003. "An algorithm for computing estimators that optimize step functions," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 349-361, March.
  58. Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers 1718, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
  59. Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul, 1994. "Advances in Random Utility Models," MPRA Paper 53026, University Library of Munich, Germany.
  60. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74 Elsevier.
  61. Yannis Bilias & Michael Haliassos, 2004. "The Distribution of Gains from Access to Stocks," CSEF Working Papers 125, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  62. Kline, Brendan, 2015. "Identification of complete information games," Journal of Econometrics, Elsevier, vol. 189(1), pages 117-131.
  63. Li, Gaorong & Feng, Sanying & Peng, Heng, 2011. "A profile-type smoothed score function for a varying coefficient partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 372-385, February.
  64. Delgado, Miguel A. & Wolf, Michael & Rodríguez Poo, Juan M., 2000. "Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator," DES - Working Papers. Statistics and Econometrics. WS 10110, Universidad Carlos III de Madrid. Departamento de Estadística.
  65. Moreira S & Pita Barros P, 2009. "Double coverage and demand for health care: Evidence from quantile regression," Health, Econometrics and Data Group (HEDG) Working Papers 09/21, HEDG, c/o Department of Economics, University of York.
  66. Mezgebo, Taddese & Dereje, Fikadu, 2010. "Structure, conduct and performance of grain trading in Tigray and its impact on demand for commodity exchange: The case Maychew, Mokone, Alemata, Mekelle and Himora," MPRA Paper 24901, University Library of Munich, Germany.
  67. Gayle, Wayne-Roy & Namoro, Soiliou Daw, 2013. "Estimation of a nonlinear panel data model with semiparametric individual effects," Journal of Econometrics, Elsevier, vol. 175(1), pages 46-59.
  68. Tatiana Komarova, 2012. "Binary Choice Models with Discrete Regressors: Identification and Misspecification," STICERD - Econometrics Paper Series 559, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  69. E. Dijkgraaf & R. H. J. M. Gradus & B. Melenberg, 2003. "Contracting out refuse collection," Empirical Economics, Springer, vol. 28(3), pages 553-570, July.
  70. Blass, Asher & Lach, Saul & Manski, Charles, 2008. "Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability," CEPR Discussion Papers 7030, C.E.P.R. Discussion Papers.
  71. Chen, Pian & Velamuri, Malathi, 2009. "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper 15722, University Library of Munich, Germany.
  72. Chen, Songnian & Zhou, Yahong, 2007. "Estimating a generalized correlation coefficient for a generalized bivariate probit model," Journal of Econometrics, Elsevier, vol. 141(2), pages 1100-1114, December.
  73. Jeff Racine, 2002. "Generalized Semiparametric Binary Prediction," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 117-134, May.
  74. 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.
  75. Yuanyuan Wan & Haiqing Xu, 2013. "Inference in Semiparametric Binary Response Models with Interval Data," Working Papers tecipa-492, University of Toronto, Department of Economics.
  76. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
  77. Roger Klein & Francis Vella, 2009. "A semiparametric model for binary response and continuous outcomes under index heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 735-762.
  78. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
  79. 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.
  80. 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.
  81. Steven Lehrer & Gregory Kordas, 2004. "Matching using Semiparametric Propensity Scores," Econometric Society 2004 North American Summer Meetings 441, Econometric Society.
  82. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
  83. John F. Geweke & Michael P. Keane, 1997. "Mixture of normals probit models," Staff Report 237, Federal Reserve Bank of Minneapolis.
  84. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  85. Gregory Kordas, 2006. "Smoothed binary regression quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 387-407.
  86. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  87. Jerome M. Krief, . "Kernel Weighted Smoothed Maximum Score Estimation for Applied Work," Departmental Working Papers 2011-07, Department of Economics, Louisiana State University.
  88. Winter, Joachim, 2002. "Bracketing effects in categorized survey questions and the measurement of economic quantities," Papers 02-35, Sonderforschungsbreich 504.
  89. Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2016. "Informational content of special regressors in heteroskedastic binary response models," Journal of Econometrics, Elsevier, vol. 193(1), pages 162-182.
  90. repec:cep:stiecm:/2014/571 is not listed on IDEAS
  91. Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  92. Le-Yu Chen & Sokbae Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  93. Kajal Lahiri & Liu Yang, 2012. "Forecasting Binary Outcomes," Discussion Papers 12-09, University at Albany, SUNY, Department of Economics.
  94. Moon, Hyungsik Roger, 2004. "Maximum score estimation of a nonstationary binary choice model," Journal of Econometrics, Elsevier, vol. 122(2), pages 385-403, October.
  95. Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus, 2006. "Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?," MPRA Paper 3370, University Library of Munich, Germany.
  96. Abrevaya, Jason, 2000. "Rank estimation of a generalized fixed-effects regression model," Journal of Econometrics, Elsevier, vol. 95(1), pages 1-23, March.
  97. Mayer, Walter J. & Dorsey, Robert E., 1998. "Maximum score estimation of disequilibrium models and the role of anticipatory price-setting," Journal of Econometrics, Elsevier, vol. 87(1), pages 1-24, August.
  98. Le-Yu Chen, 2009. "Identification of structural dynamic discrete choice models," CeMMAP working papers CWP08/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  99. Caudill, Steven B., 2003. "Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament," International Journal of Forecasting, Elsevier, vol. 19(2), pages 313-317.
  100. de Janvry, Alain & Dubois, Pierre & Sadoulet, Elisabeth, 2007. "Effects on School Enrollment and Performance of a Conditional Cash Transfers Program in Mexico," CEPR Discussion Papers 6069, C.E.P.R. Discussion Papers.
  101. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
  102. Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.
  103. 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.
  104. Robert M. de Jong & Tiemen Woutersen, 2007. "Dynamic time series binary choice," Economics Working Paper Archive 538, The Johns Hopkins University,Department of Economics.
  105. Arthur Lewbel, 2002. "Ordered Response Threshold Estimation," Boston College Working Papers in Economics 535, Boston College Department of Economics, revised 29 Oct 2003.
  106. Khan, Shakeeb & Powell, James L., 2001. "Two-step estimation of semiparametric censored regression models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 73-110, July.
  107. repec:cep:stiecm:em/2012/559 is not listed on IDEAS
  108. Mayer, Walter J., 1999. "An extension of the maximum score estimator for disequilibrium models," Economics Letters, Elsevier, vol. 64(2), pages 143-149, August.
  109. Yingying Dong & Arthur Lewbel & Thomas Tao Yang, 2012. "Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 789, Boston College Department of Economics, revised 15 May 2012.
  110. 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.
  111. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
  112. Songnian Chen & Yahong Zhou, 2005. "A Simple Matching Method for Estimating Sample Selection Models Using Experimental Data," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 155-167, May.
  113. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  114. Ichimura, Hidehiko & Thompson, T. Scott, 1998. "Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution," Journal of Econometrics, Elsevier, vol. 86(2), pages 269-295, June.
  115. Morita, Tamaki & Managi, Shunsuke, 2015. "Consumers’ willingness to pay for electricity after the Great East Japan Earthquake," Economic Analysis and Policy, Elsevier, vol. 48(C), pages 82-105.
  116. Lieli, Robert P. & White, Halbert, 2010. "The construction of empirical credit scoring rules based on maximization principles," Journal of Econometrics, Elsevier, vol. 157(1), pages 110-119, July.
  117. Riddel, Mary, 2011. "Uncertainty and measurement error in welfare models for risk changes," Journal of Environmental Economics and Management, Elsevier, vol. 61(3), pages 341-354, May.
  118. Chen, Songnian, 2000. "Rank estimation of a location parameter in the binary choice model," Journal of Econometrics, Elsevier, vol. 98(2), pages 317-334, October.
  119. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  120. Arie Beresteanu, 2016. "Quantile Regression with Interval Data," Working Paper 5991, Department of Economics, University of Pittsburgh.
  121. Steven T. Berry & Philip A. Haile, 2009. "Identification of a Heterogeneous Generalized Regression Model with Group Effects," Cowles Foundation Discussion Papers 1732, Cowles Foundation for Research in Economics, Yale University.
  122. 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.
  123. Charlier, G.W.P., 1994. "A smoothed maximum score estimator for the binary choice panel data model with individual fixed effects and applications to labour force participation," Discussion Paper 1994-81, Tilburg University, Center for Economic Research.
  124. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Binary Choice Model with Sample Selection," Hannover Economic Papers (HEP) dp-505, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  125. Chen, Songnian, 2000. "Efficient estimation of binary choice models under symmetry," Journal of Econometrics, Elsevier, vol. 96(1), pages 183-199, May.
  126. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996.
  127. Shaikh, Azeem M. & Vytlacil, Edward, 2008. "Endogenous binary choice models with median restrictions: A comment," Economics Letters, Elsevier, vol. 98(1), pages 23-28, January.
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  129. Lee, Tae-Hwy & Yang, Yang, 2006. "Bagging binary and quantile predictors for time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 465-497.
  130. 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.
  131. Zhang, Zhengyu & Zhu, Pingfang, 2013. "An alternative simple quantile regression estimator," Economics Letters, Elsevier, vol. 118(1), pages 163-166.
  132. Mayer, Walter J., 2005. "A semiparametric panel data model for markets in disequilibrium," Economics Letters, Elsevier, vol. 86(3), pages 367-371, March.
  133. Hong, Han & Tamer, Elie, 2003. "Endogenous binary choice model with median restrictions," Economics Letters, Elsevier, vol. 80(2), pages 219-225, August.
  134. Stewart, Mark B., 2005. "A comparison of semiparametric estimators for the ordered response model," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 555-573, April.
  135. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
  136. 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.
  137. Francisco Alvarez-Cuadrado, 2006. "Improving The Efficiency And Robustness Of The Smoothed Maximum Score Estimator," Departmental Working Papers 2004-01, McGill University, Department of Economics.
  138. Chen, Songnian, 1999. "Distribution-free estimation of the random coefficient dummy endogenous variable model," Journal of Econometrics, Elsevier, vol. 91(1), pages 171-199, July.
  139. 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.
  140. Khan, Shakeeb & Tamer, Elie, 2007. "Partial rank estimation of duration models with general forms of censoring," Journal of Econometrics, Elsevier, vol. 136(1), pages 251-280, January.
  141. Koenker, Roger, 2000. "Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics," Journal of Econometrics, Elsevier, vol. 95(2), pages 347-374, April.
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