Inference in semiparametric binary response models with interval data

A-Tier
Journal: Journal of Econometrics
Year: 2015
Volume: 184
Issue: 2
Pages: 347-360

Authors (2)

Wan, Yuanyuan (not in RePEc) Xu, Haiqing (University of Texas-Austin)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

This paper studies the semiparametric binary response model with interval data investigated by Manski and Tamer (2002). In this partially identified model, we propose a new estimator based on MT’s modified maximum score (MMS) method by introducing density weights to the objective function, which allows us to develop asymptotic properties of the proposed set estimator for inference. We show that the density-weighted MMS estimator converges at a nearly cube-root-n rate. We propose an asymptotically valid inference procedure for the identified region based on subsampling. Monte Carlo experiments provide supports to our inference procedure.

Technical Details

RePEc Handle
repec:eee:econom:v:184:y:2015:i:2:p:347-360
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29