Author: Walter Belluzzo (Jr.)
Publisher:
ISBN:
Category :
Languages : en
Pages : 152
Book Description
Semiparametric Estimation of Binary Response Valuation Models
Author: Walter Belluzzo (Jr.)
Publisher:
ISBN:
Category :
Languages : en
Pages : 152
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 152
Book Description
Semiparametric Estimation of a Binary Response Model with a Change-point Due to a Covariate Threshold
Author:
Publisher:
ISBN:
Category : Sampling (Statistics)
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category : Sampling (Statistics)
Languages : en
Pages :
Book Description
Semiparametric Estimation of the Binary Choice Model for Contingent Valuation
Author: Chuan-Zhong Li
Publisher:
ISBN:
Category :
Languages : en
Pages : 19
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 19
Book Description
An Efficient Semiparametric Estimator for Binary Response Models
Author: Roger Klein
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 52
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 52
Book Description
Semiparametric Estimation of Binary Discrete Choice Models
Author: Margarida Genius
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 274
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 274
Book Description
Semiparametric Estimation of Binary Choice Models Based on Medians of the Grouped Data
Author: Kazumitsu Nawata
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 66
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 66
Book Description
Semiparametric Moment Based Estimation for Binary Response Models
Author: Ron Mittelhammer
Publisher:
ISBN:
Category :
Languages : en
Pages : 60
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 60
Book Description
Semiparametric Estimation and Efficiency Bounds of Binary Choice Models when the Models Contain One Continuous Variable
Author: Kazumitsu Nawata
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Essays in Econometrics
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Semiparametric estimation of monotonic single index models is studied. In this class of models, the unknown components are a monotonic link function along with finite-dimensional parameters including the coefficient of the single index. The proposed method optimizes objective functionals with respect to both finite and infinite dimensional parameters. In the first chapter, proofs of consistency, rates of convergence, asymptotic normality and semiparametric efficiency are offered. The main result is applied to the semiparametric Least Squares (LS) estimation, semiparametric Least Absolute Deviation (LAD) estimation, and the semiparametric Maximum Likelihood (ML) estimation for various types of single index models. The second chapter focuses on an iteration-based method proposed by Wang and Zhou (1995) for the standard binary choice model. The algorithm is kernel free, very fast and easy-to-implement. The estimator is consistent and nearly efficient. These desirable large sample properties of the estimator, however, have not been rigorously proven so far. In this chapter, a set of sufficient conditions for consistency and asymptotic normality of the WZ estimator will be given. In the third chapter, the estimation methods developed in the previous two chapters are applied to dichotomous choice contingent valuation, which has been one of the most popular methods to estimate Willingness-To-Pay (WTP) for non-market goods, such as environmental resources. The proposed method is a two-step estimatior. In the first step, the underlying binary response model is estimated by the method studied in the previous chapters. In the second step, the distribution of the WTP is computed based on the first estimates. Consistency, asymptotic normality, and semiparametric efficiency of the estimator are studied.
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Semiparametric estimation of monotonic single index models is studied. In this class of models, the unknown components are a monotonic link function along with finite-dimensional parameters including the coefficient of the single index. The proposed method optimizes objective functionals with respect to both finite and infinite dimensional parameters. In the first chapter, proofs of consistency, rates of convergence, asymptotic normality and semiparametric efficiency are offered. The main result is applied to the semiparametric Least Squares (LS) estimation, semiparametric Least Absolute Deviation (LAD) estimation, and the semiparametric Maximum Likelihood (ML) estimation for various types of single index models. The second chapter focuses on an iteration-based method proposed by Wang and Zhou (1995) for the standard binary choice model. The algorithm is kernel free, very fast and easy-to-implement. The estimator is consistent and nearly efficient. These desirable large sample properties of the estimator, however, have not been rigorously proven so far. In this chapter, a set of sufficient conditions for consistency and asymptotic normality of the WZ estimator will be given. In the third chapter, the estimation methods developed in the previous two chapters are applied to dichotomous choice contingent valuation, which has been one of the most popular methods to estimate Willingness-To-Pay (WTP) for non-market goods, such as environmental resources. The proposed method is a two-step estimatior. In the first step, the underlying binary response model is estimated by the method studied in the previous chapters. In the second step, the distribution of the WTP is computed based on the first estimates. Consistency, asymptotic normality, and semiparametric efficiency of the estimator are studied.
Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
Author: Fu Ouyang
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description