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Bibliography

1
Powell, J. (1995) ``Estimation of Semiparametric Models'' Handbook of Econometrics R.F. Engle and D.L. McFadden (eds.) North Holland, 2443-2514.

2
Robinson, P.M. (1988) ``Semiparametric Econometrics: A Survey'' Journal of Applied Econometrics 3 35-51.

3
Manski, C.F. (1975) ``Maximum Score Estimation of the Stochastic Utility Model of Choice'' Journal of Econometrics 3 205-228.

4
Manski, C.F. (1985) ``Semiparametric Analysis of Discrete Response: Asymptotic Properties of the Maximum Score Estimator'' Journal of Econometrics 27 313-334.

5
Coppejans, M. (1995) ``Estimation of the Binary Response Model with Dependent Observations'' manuscript, Northwestern University.

6
Han, A.K. (1987) ``Non-parametric Estimation of a Generalized Regression Model: The Maximum Rank Correlation Estimator'' Journal of Econometrics 59 35-61.

7
Klein, R. Spady, R.H. (1993) ``An Efficient Semiparametric Estimator for Discrete Choice Models'' Econometrica 61 387-321.

8
Horowitz, J. (1992) ``A Smoothed Maximum Score Estimator for the Binary Response Model'' Econometrica 60-3 505-532.

9
Cosslett, S.R. (1983) ``Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model'' Econometrica 51 765-782.

10
Kim, J. and D. Pollard (1990) ``Cube Root Asymptotics'' Annals of Statistics 18 541-551.

11
Ichimura, H. (1988) ``Semiparametric Least Squares (SLS) Estimation and Weighted SLS Estimation of Single Index Models'' Journal of Econometrics 58 71-120.

12
Stoker, T.M. (1986) ``Consistent Estimation of Scaled Coefficients'' Econometrica 54 1461-1481.

13
Powell, J.H. J.H. Stock, and T.M. Stoker (1989) ``Semiparametric Estimation of Index Coefficients'' Econometrica 57-6 1403-1430.

14
Hall, P. and H. Ichimura (1991) ``Optimal Semiparametric Estimation of Single Index Models'' manuscript, University of Minnesota.

15
Härdle, W. Hall, P. and H. Ichimura (1991) ``Optimal Smoothing in Single Index Models'' manuscript, University of Minnesota.

16
Horowitz, J. (1992) ``Semiparametric and Nonparametric Estimation of Quantal Response Models'' forthcoming, Handbook of Statistics.

17
Robinson, P. (1988) ``Root-N Consistent Semiparametric Regression'' Econometrica 56 931-954.

18
Cosslett, S.R. (1991) ``Semiparametric Estimation of a Regression Model with Sample Selectivity'' in W.A. Barnett, J. Powell and G. Tauchen (eds.) Nonparametric and Semiparametric Methods in Econometrics and Statistics Cambridge University Press.

Robust Regression: L-Estimators and Regression Quantiles



John Rust
2001-01-09