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- W2159404474 abstract "This paper provides estimators of discrete choice models, including binary, ordered, and multinomial response (choice) models. The estimators closely resemble ordinary and two-stage least squares. The distribution of the model's latent variable error is unknown and may be related to the regressors, e.g., the model could have errors that are heteroscedastic or correlated with regressors. The estimator does not require numerical searches, even for multinomial choice. For ordered and binary choice models the estimator is root N consistent and asymptotically normal. A consistent estimator of the conditional error distribution is also provided." @default.
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- W2159404474 date "2000-07-01" @default.
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- W2159404474 title "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables" @default.
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- W2159404474 doi "https://doi.org/10.1016/s0304-4076(00)00015-4" @default.
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