SEMIPARAMETRIC ANALYSIS OF DISCRETE RESPONSE - ASYMPTOTIC PROPERTIES OF THE MAXIMUM SCORE ESTIMATOR

被引:287
作者
MANSKI, CF
机构
关键词
D O I
10.1016/0304-4076(85)90009-0
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:313 / 333
页数:21
相关论文
共 14 条
[1]   ON ADAPTIVE ESTIMATION [J].
BICKEL, PJ .
ANNALS OF STATISTICS, 1982, 10 (03) :647-671
[2]   A MEASURE OF ASYMPTOTIC EFFICIENCY FOR TESTS OF A HYPOTHESIS BASED ON THE SUM OF OBSERVATIONS [J].
CHERNOFF, H .
ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04) :493-507
[3]   DISTRIBUTION-FREE MAXIMUM-LIKELIHOOD ESTIMATOR OF THE BINARY CHOICE MODEL [J].
COSSLETT, SR .
ECONOMETRICA, 1983, 51 (03) :765-782
[4]   CENTRAL LIMIT-THEOREMS FOR EMPIRICAL MEASURES [J].
DUDLEY, RM .
ANNALS OF PROBABILITY, 1978, 6 (06) :899-929
[5]   LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J].
HANSEN, LP .
ECONOMETRICA, 1982, 50 (04) :1029-1054
[7]   REGRESSION QUANTILES [J].
KOENKER, R ;
BASSETT, G .
ECONOMETRICA, 1978, 46 (01) :33-50
[8]  
Manski C. F., 1975, J ECONOMETRICS, V3, P205, DOI [10.1016/0304-4076(75)90032-9, DOI 10.1016/0304-4076(75)90032-9]
[9]   CLOSEST EMPIRICAL DISTRIBUTION ESTIMATION [J].
MANSKI, CF .
ECONOMETRICA, 1983, 51 (02) :305-319
[10]  
McFadden D, 1974, FRONTIERS ECONOMETRI, P105