Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- 1 July 1993
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 58 (1-2) , 71-120
- https://doi.org/10.1016/0304-4076(93)90114-k
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large NumbersEconometrica, 1987
- Non-parametric analysis of a generalized regression modelJournal of Econometrics, 1987
- Consistent Estimation of Scaled CoefficientsEconometrica, 1986
- Semiparametric analysis of discrete responseJournal of Econometrics, 1985
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice ModelEconometrica, 1983
- Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice ModelsEconometrica, 1983
- Maximum score estimation of the stochastic utility model of choiceJournal of Econometrics, 1975
- On Estimation of a Probability Density Function and ModeThe Annals of Mathematical Statistics, 1962
- A Generalized Classical Method of Linear Estimation of Coefficients in a Structural EquationEconometrica, 1957