Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models. (Author Abstract) Author Abstract
Year of publication: |
2003
|
---|---|
Authors: | Chen, Songnian ; Khan, Shakeeb |
Publisher: |
Journal of Econometrics |
Subject: | Binary choice | Ordered response | Multiplicative heteroskedasticity | Semiparametric | Efficiency bound |
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