Smoothed maximum score estimation with nonparametrically generated covariates

Cao, XY; Chen, XR; Gao, WZ; Hsiao, C

Gao, WZ (corresponding author), Nankai Univ, Sch Econ, Tianjin, Peoples R China.

ECONOMETRIC REVIEWS, 2021; 40 (8): 796

Abstract

This paper develops a two-stage semiparametric procedure to estimate the preference parameters of a binary choice model under uncertainty. In the mode......

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