Bootstrap critical values for tests based on the smoothed maximum score estimator
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Joel L. Horowitz, 1998.
"Bootstrap Methods for Median Regression Models,"
Econometrica, Econometric Society, vol. 66(6), pages 1327-1352, November.
- Joel L. Horowitz, 1996. "Bootstrap Methods for Median Regression Models," Econometrics 9608004, University Library of Munich, Germany.
- 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.
- Manski, Charles F., 1984. "Semiparametric Analysis Of Discrete Response: Asymptotic Properties Of The Maximum Score Estimator," SSRI Workshop Series 292595, University of Wisconsin-Madison, Social Systems Research Institute.
- Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
- Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
- Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
- Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
- 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.
- Cosslett, Stephen R, 1983. "Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model," Econometrica, Econometric Society, vol. 51(3), pages 765-782, May.
- Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-137, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, University Library of Munich, Germany.
- repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Jochmans, Koen, 2015.
"Multiplicative-error models with sample selection,"
Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- repec:spo:wpecon:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- 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.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 51/17, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP51/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP26/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
- Takahiro ITO, 2024. "Binary and Ordered Response Models in Randomized Experiments: Applications of the Resampling-Based Maximum Likelihood Method," GSICS Working Paper Series 42, Graduate School of International Cooperation Studies, Kobe University.
- Chen, Songnian & Zhang, Hanghui, 2020. "n-prediction of generalized heteroscedastic transformation regression models," Journal of Econometrics, Elsevier, vol. 215(2), pages 305-340.
- 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.
- Patrick Bajari & Jeremy T. Fox & Stephen Ryan, 2006. "Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation," NBER Working Papers 12425, National Bureau of Economic Research, Inc.
- 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.
- Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
- 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.
- Rodríguez Poo, Juan M. & Wolf, Michael, 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 EstadÃstica.
- 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.
- Hausman, J.A. & Morton, F.M.S., 1994. "Misclassification of Dependent Variable in a Discrete Response Setting," Working papers 94-19, Massachusetts Institute of Technology (MIT), Department of Economics.
- Magnac, Thierry & Maurin, Eric, 2007.
"Identification and information in monotone binary models,"
Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
- Magnac, Thierry & Maurin, Eric, 2003. "Identification and Information in Monotone Binary Models," IDEI Working Papers 180, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2004.
- Thierry Magnac & Eric Maurin, 2007. "Identification and Information in Monotone Binary Models," PSE-Ecole d'économie de Paris (Postprint) halshs-00754218, HAL.
- Thierry Magnac & Eric Maurin, 2007. "Identification and Information in Monotone Binary Models," Post-Print halshs-00754218, HAL.
- Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
- Lewbel, Arthur, 2007.
"Endogenous selection or treatment model estimation,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
- 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.
- Jeremy T. Fox, 2018.
"Estimating matching games with transfers,"
Quantitative Economics, Econometric Society, vol. 9(1), pages 1-38, March.
- Jeremy T. Fox, 2008. "Estimating Matching Games with Transfers," NBER Working Papers 14382, National Bureau of Economic Research, Inc.
- Jeremy Fox, 2016. "Estimating Matching Games with Transfers," CeMMAP working papers 14/16, Institute for Fiscal Studies.
- Jeremy Fox, 2016. "Estimating Matching Games with Transfers," CeMMAP working papers CWP14/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Songnian, 2000. "Efficient estimation of binary choice models under symmetry," Journal of Econometrics, Elsevier, vol. 96(1), pages 183-199, May.
- 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.
- Abrevaya, Jason, 2000. "Rank estimation of a generalized fixed-effects regression model," Journal of Econometrics, Elsevier, vol. 95(1), pages 1-23, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:111:y:2002:i:2:p:141-167. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.