Weighted Semiparametric Estimator for Binary Response Models
This thesis proposes a new estimator, namely, a weighted semiparametric estimator (WSPE) for binary response models incorporating both the probit and single index model (SIM). Appropriate weights for the probit and SIM are estimated via bayesian model averaging (BMA). The assigned weights are propor...
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| Language: | en |
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2013
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| Online Access: | http://hdl.handle.net/10214/7248 |