- Tytuł:
- Maximum Score Type Estimators
- Autorzy:
- Owczarczuk, Marcin
- Powiązania:
- https://bibliotekanauki.pl/articles/483263.pdf
- Data publikacji:
- 2009
- Wydawca:
- Polska Akademia Nauk. Czytelnia Czasopism PAN
- Tematy:
-
maximum score estimation
tobit
truncated
binomial
semiparametric - Opis:
- This paper presents maximum score type estimators for linear, binomial, tobit and truncated regression models. These estimators estimate the normalized vector of slopes and do not provide the estimator of intercept, although it may appear in the model. Strong consistency is proved. In addition, in the case of truncated and tobit regression models, maximum score estimators allow restriction of the sample in order to make ordinary least squares method consistent.
- Źródło:
-
Central European Journal of Economic Modelling and Econometrics; 2009, 1, 1; 7-34
2080-0886
2080-119X - Pojawia się w:
- Central European Journal of Economic Modelling and Econometrics
- Dostawca treści:
- Biblioteka Nauki
Artykuł