Kemp, Gordon C.R.; Santos Silva, J.M.C. - In: Journal of Econometrics 170 (2012) 1, pp. 92-101
We propose a semi-parametric mode regression estimator for the case in which the dependent variable has a continuous conditional density with a well-defined global mode. The estimator is semi-parametric in that the conditional mode is specified as a parametric function, but only mild assumptions...