This paper proposes a semiparametric approach to the estimation of ¡®generalized¡¯ binary choice models. A ¡®generalized¡¯ binary choice model is one with separate indices for each conditioning variable which constitutes a generalization of the standard single-index approach typically...

We consider the problem of estimating conditional probability distributions that are multivariate in both the conditioned and conditioning variable sets. This is an extension of Hall, Racine, and Li (forthcoming), who considered the case of a univariate conditioned variable but who also...