Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models

1 May 1987

journal article
Published by JSTOR in Econometrica

Vol. 55 (3) , 559
https://doi.org/10.2307/1913600

Abstract

We derive lower bounds on the asymptotic variances for regular distribution-free estimators of the parameters of the binary choice model and the censored regres...

Keywords

EFFICIENCY BOUNDS
CENSORED REGRESSION
BINARY CHOICE
FREE ESTIMATORS
DISTRIBUTION FREE

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