非平稳二元选择模型的最大分数估计

University of Southern California Center for Law & Social Science (CLASS) Research Paper Series Pub Date : 2004-10-01 DOI:10.2139/ssrn.425522

H. Moon

{"title":"非平稳二元选择模型的最大分数估计","authors":"H. Moon","doi":"10.2139/ssrn.425522","DOIUrl":null,"url":null,"abstract":"This paper studies the estimation of a simple binary choice model in which explanatory variables include nonstationary variables and the distribution of the model is not known. We find a set of conditions under which the coefficients of the nonstationary variables are identified. We show that the maximum score estimator of the nonstationary coefficients is consistent.","PeriodicalId":222637,"journal":{"name":"University of Southern California Center for Law & Social Science (CLASS) Research Paper Series","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2004-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"18","resultStr":"{\"title\":\"Maximum Score Estimation of a Nonstationary Binary Choice Model\",\"authors\":\"H. Moon\",\"doi\":\"10.2139/ssrn.425522\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper studies the estimation of a simple binary choice model in which explanatory variables include nonstationary variables and the distribution of the model is not known. We find a set of conditions under which the coefficients of the nonstationary variables are identified. We show that the maximum score estimator of the nonstationary coefficients is consistent.\",\"PeriodicalId\":222637,\"journal\":{\"name\":\"University of Southern California Center for Law & Social Science (CLASS) Research Paper Series\",\"volume\":\"27 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2004-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"18\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"University of Southern California Center for Law & Social Science (CLASS) Research Paper Series\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.425522\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"University of Southern California Center for Law & Social Science (CLASS) Research Paper Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.425522","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 18

摘要

研究了一类解释变量包含非平稳变量且模型分布未知的简单二元选择模型的估计问题。我们找到了辨识非平稳变量系数的一组条件。我们证明了非平稳系数的最大分数估计量是一致的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Maximum Score Estimation of a Nonstationary Binary Choice Model

This paper studies the estimation of a simple binary choice model in which explanatory variables include nonstationary variables and the distribution of the model is not known. We find a set of conditions under which the coefficients of the nonstationary variables are identified. We show that the maximum score estimator of the nonstationary coefficients is consistent.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

University of Southern California Center for Law & Social Science (CLASS) Research Paper Series

自引率

0.00%

发文量