SEMIPARAMETRIC ESTIMATION OF MULTIPLE EQUATION MODELS

B-Tier
Journal: Econometric Theory
Year: 2000
Volume: 16
Issue: 4
Pages: 551-575

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper proposes a semiparametric estimator for multiple equations multiple index (MEMI) models. Examples of MEMI models include several sample selection models and the multinomial choice model. The proposed estimator minimizes the average distance between the dependent variable unconditional and conditional on an index. The estimator is √N-consistent and asymptotically normally distributed. The paper also provides a Monte Carlo experiment to evaluate the finite-sample performance of the estimator.

Technical Details

RePEc Handle
repec:cup:etheor:v:16:y:2000:i:04:p:551-575_16
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25