Ordered Response Threshold Estimation

This paper shows that many estimators of thresholds in ordered response models exist, because binary choice location estimators can be converted into threshold estimators. A new threshold estimator is proposed that is consistent under more general conditions. An extension to random thresholds is provided.

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Year of publication:	2002-06-07
Authors:	Lewbel, Arthur
Institutions:	Department of Economics, Boston College
Subject:	ordered response \| ordered choice \| semiparaetric estimation \| thrteshold points

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Extent:	application/pdf
Series:	Boston College Working Papers in Economics.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Boston College Working Papers in Economics Number 535 9 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C25 - Discrete Regression and Qualitative Choice Models ; C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074138