Estimation of generalised regression models by the grouping method

Nawata [8–10] proposed a new estimator for the standard regression, censored regression, and binary choice models, based on grouping of observations. This paper shows that Nawata's grouping method can be generalised to various types of estimation problems and represents a new class of estimation methods.

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Year of publication:	1997
Authors:	Nawata, K.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 43.1997, 3, p. 503-510
Publisher:	Elsevier
Subject:	Grouping \| Semi-parametric estimation \| Least absolute deviations estimator \| Generalised regression model \| Maximum likelihood estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010870743