Semiparametric Estimation of Location and Other Discrete Choice Moments

B-Tier
Journal: Econometric Theory
Year: 1997
Volume: 13
Issue: 1
Pages: 32-51

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Latent variable discrete choice model estimation and interpretation depend on the density function of the latent variable's unobserved random component. This paper provides a simple semiparametric estimator of the moments of this density. The results can be used as starting values for parametric estimators, to estimate the appropriate location and scaling for semiparametric estimators, for specification testing including tests of latent error skewness and kurtosis, and to estimate coefficients of discrete explanatory variables in the model.

Technical Details

RePEc Handle
repec:cup:etheor:v:13:y:1997:i:01:p:32-51_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25