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- W999936056 abstract "AbstractWang and Zhou propose an iterative estimation algorithm for the binary choice model in “Working paper no. E-180-95, the Center for Business and Economic Research, College of Business and Economics, University of Kentucky (1995).” The method is easy-to-implement, semiparametric, and free from choosing nonparametric tuning parameters such as a kernel bandwidth. In this paper, a rigorous proof for consistency of the estimator will be given.Key wordsBinary choice modelEM algorithmIsotonic regressionIteration methodSemiparametric estimation" @default.
- W999936056 created "2016-06-24" @default.
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- W999936056 date "2013-01-01" @default.
- W999936056 modified "2023-10-15" @default.
- W999936056 title "Local consistency of the iterative least-squares estimator for the semiparametric binary choice model" @default.
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- W999936056 doi "https://doi.org/10.1007/978-4-431-54324-4_5" @default.
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