Ordered Response Threshold Estimation

Arthur Lewbel

No 535, Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: This paper shows that many estimators of thresholds in ordered response models exist, because binary choice location estimators can be converted into threshold estimators. A new threshold estimator is proposed that is consistent under more general conditions. An extension to random thresholds is provided.

Keywords: ordered response; ordered choice; semiparaetric estimation; threshold points (search for similar items in EconPapers)
JEL-codes: C13 C14 C25 (search for similar items in EconPapers)
Date: 2002-06-07, Revised 2003-10-29
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (3)

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