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  • Search: subject:"maximum score estimation"
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Year of publication
Subject
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maximum score estimation 17 Estimation theory 13 Schätztheorie 13 Maximum score estimation 8 M-estimation 6 Präferenztheorie 6 Theory of preferences 6 Discrete choice 5 Diskrete Entscheidung 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 cube root asymptotics 5 discrete choice 5 generated regressor 5 preference parameters 5 Sampling 4 Stichprobenerhebung 4 binary choice 3 Binary response model 2 Bundle choices 2 Bundling strategy 2 Conditional median restrictions 2 Cube-root asymptotics 2 Estimation 2 Finite sample inference 2 Generated regressors 2 Leistungsbündel 2 Matching 2 Matching estimators 2 Mathematical programming 2 Mathematische Optimierung 2 Moment inequalities 2 Partial identification 2 Sample selection model 2 Schätzung 2 best subset selection 2 binomial 2 l 0-constrained maximization 2 minimaxoptimality 2 mixed integer optimization 2
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Online availability
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Free 17 Undetermined 7
Type of publication
All
Book / Working Paper 16 Article 12
Type of publication (narrower categories)
All
Working Paper 11 Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6
Language
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English 20 Undetermined 8
Author
All
Lee, Sokbae 12 Chen, Le-Yu 9 Sung, Myung Jae 5 Owczarczuk, Marcin 3 Ouyang, Fu 2 Rosen, Adam M. 2 Seo, Myung Hwan 2 Song, Kyungchul 2 Ura, Takuya 2 Yang, Thomas Tao 2 Zhang, Hanghui 2 Ahn, Dae-Yong 1 Chen, Le-yu 1 Chen, Xirong 1 Gao, Wenzheng 1 Jae Sung, Myung 1 Johnstone, D. J. 1 Lei, J. 1 Lei, Jinghua 1 Li, Zheng 1 Seo, Myunghwan 1 Shin, Youngki 1 Sokbae 'Simon' Lee 1 Wu, Chunhua 1
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Institution
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Centre for Microdata Methods and Practice (CEMMAP) 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1 Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 1
Published in...
All
cemmap working paper 5 CEMMAP working papers / Centre for Microdata Methods and Practice 4 Economics letters 2 Journal of econometrics 2 The econometrics journal 2 ANU working papers in economics and econometrics 1 CeMMAP working papers 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Center for Economic Research, Tilburg University 1 Economics Letters 1 Journal of Econometrics 1 LSE Research Online Documents on Economics 1 Management Science 1 Marketing science 1 STICERD - Econometrics Paper Series 1 Working Papers / Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 1
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Source
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ECONIS (ZBW) 14 RePEc 9 EconStor 5
Showing 1 - 10 of 28
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Finite sample inference for the maximum score estimand
Rosen, Adam M.; Ura, Takuya - 2020
We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural...
Persistent link: https://www.econbiz.de/10012621099
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Finite sample inference for the maximum score estimand
Rosen, Adam M.; Ura, Takuya - 2020
We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural...
Persistent link: https://www.econbiz.de/10012216962
Saved in:
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Semiparametric identification and estimation of discrete choice models for bundles
Ouyang, Fu; Yang, Thomas Tao; Zhang, Hanghui - 2020
Persistent link: https://www.econbiz.de/10012320526
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Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation
Chen, Le-Yu; Lee, Sokbae - In: The econometrics journal 24 (2021) 1, pp. 103-120
Persistent link: https://www.econbiz.de/10012504453
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Best subset binary prediction
Chen, Le-yu; Lee, Sokbae - 2017
We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the explanatory variables are chosen by maximizing Manski (1975, 1985)'s maximum score type objective function subject to a constraint on the maximal number of...
Persistent link: https://www.econbiz.de/10011941515
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Cover Image
Best subset binary prediction
Chen, Le-Yu; Lee, Sokbae - 2017
We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the explanatory variables are chosen by maximizing Manski (1975, 1985)'s maximum score type objective function subject to a constraint on the maximal number of...
Persistent link: https://www.econbiz.de/10011775359
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Semiparametric identification and estimation of discrete choice models for bundles
Ouyang, Fu; Yang, Thomas Tao; Zhang, Hanghui - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509113
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Maximum score estimation with nonparametrically generated regressors
Chen, Le-Yu; Lee, Sokbae; Sung, Myung Jae - 2014
The estimation problem in this paper is motivated by maximum score estimation of preference parameters in the binary … stage estimates. This setting can be extended to maximum score estimation with nonparametrically generated regressors. The …
Persistent link: https://www.econbiz.de/10011282655
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Maximum score estimation with nonparametrically generated regressors
Chen, Le-Yu; Lee, Sokbae; Sung, Myung Jae - 2014
The estimation problem in this paper is motivated by maximum score estimation of preference parameters in the binary … stage estimates. This setting can be extended to maximum score estimation with nonparametrically generated regressors. The …
Persistent link: https://www.econbiz.de/10010358923
Saved in:
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Maximum score estimation of preference parameters for a binary choice model under uncertainty
Chen, Le-Yu; Lee, Sokbae; Jae Sung, Myung - 2013
This paper develops maximum score estimation of preference parameters in the binary choice model under uncertainty in … interest for maximum score estimation with generated regressors. The paper also provides results of some Monte Carlo …
Persistent link: https://www.econbiz.de/10010318694
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