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On the Bootstrap of the Maximum Score Estimator
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Cited by:
- Seo, Myung Hwan & Linton, Oliver, 2007.
"A smoothed least squares estimator for threshold regression models,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
- Linton, Oliver & Seo, Myunghwan, 2005. "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics 4434, London School of Economics and Political Science, LSE Library.
- 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.
- Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers 27/14, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers CWP27/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Le-Yu & Lee, Sokbae, 2018.
"Best subset binary prediction,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
- Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
- 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.
- Subhra sankar Dhar, 2016. "Trimmed Mean Isotonic Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 202-212, March.
- Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang, 2023. "Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," Papers 2301.09379, arXiv.org, revised Aug 2024.
- Marcin Owczarczuk, 2009.
"Maximum Score Type Estimators,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(1), pages 7-34, March.
- Marcin Owczarczuk, 2008. "Maximum score type estimators," Working Papers 28, Department of Applied Econometrics, Warsaw School of Economics.
- 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.
- 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.
- Koo, Bonsoo & Seo, Myung Hwan, 2015.
"Structural-break models under mis-specification: Implications for forecasting,"
Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
- Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
- Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
- Brian Blackburn & Aprajit Mahajan & Alessandro Tarozzi & Joanne Yoong, "undated".
"Bednets, Information and Malaria in Orissa,"
Discussion Papers
08-025, Stanford Institute for Economic Policy Research.
- Aprajit Mahajan & Alessandro Tarozzi & Joanne Yoong & Brian Blackburn, 2009. "Bednets, Information and Malaria in Orissa," Working Papers 10-78, Duke University, Department of Economics.
- Lahiri, Kajal & Yang, Liu, 2013.
"Forecasting Binary Outcomes,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106,
Elsevier.
- Kajal Lahiri & Liu Yang, 2012. "Forecasting Binary Outcomes," Discussion Papers 12-09, University at Albany, SUNY, Department of Economics.
- Piet Groeneboom & Geurt Jongbloed, 2024. "Confidence intervals in monotone regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(4), pages 1749-1781, December.
- Babii, Andrii & Kumar, Rohit, 2023.
"Isotonic regression discontinuity designs,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 371-393.
- Andrii Babii & Rohit Kumar, 2019. "Isotonic Regression Discontinuity Designs," Papers 1908.05752, arXiv.org, revised Dec 2020.
- Christian Ahlin, 2010. "Matching for Credit: Risk and Diversification in Thai Microcredit Groups," Working Papers id:2588, eSocialSciences.
- Pramita Bagchi & Subhra Sankar Dhar, 2020. "A study on the least squares estimator of multivariate isotonic regression function," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1192-1221, December.
- Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010.
"An improved bootstrap test of stochastic dominance,"
Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
- Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009. "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics we094827, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
- Yan, Jin & Yoo, Hong Il, 2019.
"Semiparametric estimation of the random utility model with rank-ordered choice data,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 414-438.
- Jin Yan & Hong Il Yoo, 2017. "Semiparametric Estimation of the Random Utility Model with Rank-Ordered Choice Data," Department of Economics Working Papers 2017_02, Durham University, Department of Economics.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Discrete Choice Models for Bundles," Discussion Papers Series 625, School of Economics, University of Queensland, Australia.
- Adam M. Rosen & Takuya Ura, 2019.
"Finite Sample Inference for the Maximum Score Estimand,"
Papers
1903.01511, arXiv.org, revised May 2020.
- Adam Rosen & Takuya Ura, 2020. "Finite Sample Inference for the Maximum Score Estimand," CeMMAP working papers CWP22/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:cep:stiecm:/2014/571 is not listed on IDEAS
- Jeremy T. Fox, 2007. "Semiparametric estimation of multinomial discrete-choice models using a subset of choices," RAND Journal of Economics, RAND Corporation, vol. 38(4), pages 1002-1019, December.
- Sy Han Chiou & Gongjun Xu & Jun Yan & Chiung‐Yu Huang, 2018. "Semiparametric estimation of the accelerated mean model with panel count data under informative examination times," Biometrics, The International Biometric Society, vol. 74(3), pages 944-953, September.
- Dominic Coey & Bradley J. Larsen & Kane Sweeney & Caio Waisman, 2021. "Scalable Optimal Online Auctions," Marketing Science, INFORMS, vol. 40(4), pages 593-618, July.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017. "Bootstrap-Based Inference for Cube Root Consistent Estimators," CREATES Research Papers 2017-18, Department of Economics and Business Economics, Aarhus University.
- Lee, Sokbae & Seo, Myung Hwan, 2008.
"Semiparametric estimation of a binary response model with a change-point due to a covariate threshold,"
Journal of Econometrics, Elsevier, vol. 144(2), pages 492-499, June.
- 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.
- Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015. "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, vol. 187(1), pages 201-216.
- 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.
- 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 CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris, 2017.
"Binarization for panel models with fixed effects,"
CeMMAP working papers
31/17, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico Crippa, 2024. "Regret Analysis in Threshold Policy Design," Papers 2404.11767, arXiv.org.
- Wan, Yuanyuan & Xu, Haiqing, 2015.
"Inference in semiparametric binary response models with interval data,"
Journal of Econometrics, Elsevier, vol. 184(2), pages 347-360.
- Yuanyuan Wan & Haiqing Xu, 2013. "Inference in Semiparametric Binary Response Models with Interval Data," Working Papers tecipa-492, University of Toronto, Department of Economics.
- Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019.
"Robust inference for threshold regression models,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 291-309.
- Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," LSE Research Online Documents on Economics 100333, London School of Economics and Political Science, LSE Library.
- Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
- Fu Ouyang & Thomas Tao Yang, 2022. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Papers 2202.12062, arXiv.org, revised Feb 2024.
- Iglesias Emma M, 2010. "First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-30, May.
- Rafael Bernardo Carmona-Benítez & María Rosa Nieto, 2017. "Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(7), pages 1211-1224, May.
- Olivier Chatain & Denisa Mindruta, 2017. "Estimating Value Creation from Revealed Preferences: Application to Value-based Strategies," Strategic Management Journal, Wiley Blackwell, vol. 38(10), pages 1964-1985, October.
- Zhexiao Lin & Fang Han, 2023. "On the failure of the bootstrap for Chatterjee's rank correlation," Papers 2303.14088, arXiv.org, revised Apr 2023.
- 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.
- Fu Ouyang & Thomas T. Yang, 2023. "Semiparametric Discrete Choice Models for Bundles," Papers 2306.04135, arXiv.org, revised Nov 2023.
- Kyungchul Song, 2009. "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive 09-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
- Joseph P. Romano & Michael Wolf, "undated". "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers 245, Institute for Empirical Research in Economics - University of Zurich.
- Florios, Kostas & Skouras, Spyros, 2008. "Exact computation of max weighted score estimators," Journal of Econometrics, Elsevier, vol. 146(1), pages 86-91, September.
- Han, Jinyue & Wang, Jun & Gao, Wei & Tang, Man-Lai, 2023. "Estimation of the directions for unknown parameters in semiparametric models," MPRA Paper 116365, University Library of Munich, Germany.
- Yu Deng & Donglin Zeng & Jinying Zhao & Jianwen Cai, 2017. "Proportional hazards model with a change point for clustered event data," Biometrics, The International Biometric Society, vol. 73(3), pages 835-845, September.
- Song, Kyungchul, 2014. "Semiparametric models with single-index nuisance parameters," Journal of Econometrics, Elsevier, vol. 178(P3), pages 471-483.
- Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.