arXiv 30 Nov 2023 · Econometrics
arXiv:2311.18759 · PDF · DOI · OpenAlex · Extracted main text
The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure for this model based on the analytic asymptotic approximation could be unreliable in finite samples if the sample size is not sufficiently large. This paper proposes a bootstrap inference approach for the model. Monte Carlo simulations show that the proposed inference method performs well in finite samples compared to the procedure based on the asymptotic approximation.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Krief, J. M (2014) An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model | 1.000 | 12 | 3 | 100% |
| 2 | Horowitz, J. L (2002) Bootstrap critical values for tests based on the smoothed maximum score estimator | 1.000 | 6 | 3 | 100% |
| 3 | Cao, X., X. Chen, W. Gao, and C. Hsiao (2021) Smoothed maximum score estimation with nonparametrically generated covariates | 0.737 | 3 | 2 | 100% |
| 4 | Blundell, R. W. and J. L. Powell (2004) Endogeneity in semiparametric binary response models | 0.405 | 1 | 1 | 100% |
| 5 | Chen, S. and H. Zhang (2015) Binary quantile regression with local polynomial smoothing | 0.405 | 1 | 1 | 100% |
| 6 | Giacomini, R., D. N. Politis, and H. White (2013) A warp-speed method for conducting monte carlo experiments involving bootstrap estimators | 0.405 | 1 | 1 | 100% |
| 7 | Horowitz, J. L (1992) A smoothed maximum score estimator for the binary response model | 0.405 | 1 | 1 | 100% |
| 8 | Li, Q. and J. S. Racine (2006) Nonparametric Econometrics: Theory and Practice | 0.405 | 1 | 1 | 100% |
| 9 | Müller, H (1984) Smooth optimum kernel estimators of densities, regression curves and modes | 0.405 | 1 | 1 | 100% |
| 10 | Pagan, A. and A. Ullah (1999) Nonparametric Econometrics | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 11 scored citations.