EconPapers    
Economics at your fingertips  
 

Inference in semiparametric binary response models with interval data

Yuanyuan Wan and Haiqing Xu ()

Journal of Econometrics, 2015, vol. 184, issue 2, 347-360

Abstract: This paper studies the semiparametric binary response model with interval data investigated by Manski and Tamer (2002). In this partially identified model, we propose a new estimator based on MT’s modified maximum score (MMS) method by introducing density weights to the objective function, which allows us to develop asymptotic properties of the proposed set estimator for inference. We show that the density-weighted MMS estimator converges at a nearly cube-root-n rate. We propose an asymptotically valid inference procedure for the identified region based on subsampling. Monte Carlo experiments provide supports to our inference procedure.

Keywords: Interval data; Semiparametric binary response model; Density weights; U-process (search for similar items in EconPapers)
JEL-codes: C12 C14 C24 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304407614001948
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Inference in Semiparametric Binary Response Models with Interval Data (2013) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:184:y:2015:i:2:p:347-360

DOI: 10.1016/j.jeconom.2014.09.009

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2022-05-21
Handle: RePEc:eee:econom:v:184:y:2015:i:2:p:347-360