Browsing by Author "Ichimura, Hidehiko"
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Item Maximum Likelihood Estimation of a Binary Choice Model with Random Coefficients of Unknown Distribution(Center for Economic Research, Department of Economics, University of Minnesota, 1993-04) Ichimura, Hidehiko; Thompson, T. ScottItem Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models(Center for Economic Research, Department of Economics, University of Minnesota, 1991-12) Ichimura, HidehikoFor the class of single-index models, I construct a semiparametric estimator of coefficients up to a multiplicative constant that exhibits 1/ Vn-consistency and asymptotic normality. This class of models includes censored and truncated Tobit models, binary choice models, and duration models with unobserved individual heterogeneity and random censoring. I also investigate a weighting scheme that achieves the semi parametric efficiency bound.