A Kernel Weighted Smoothed Maximum Score Estimator for the Endogenous Binary Choice Model

This dissertation considers a local control function approach for the binary response model under endogeneity. The objective of the Smoothed Maximum Score estimator (SMSE)(Horowitz 1992) is modified by weighting the observations with a kernel. Under some mild regularity conditions similar in nature...

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Bibliographic Details
Main Author: Krief , Jerome
Other Authors: Rohli, Robert V
Format: Others
Language:en
Published: LSU 2010
Subjects:
Online Access:http://etd.lsu.edu/docs/available/etd-11042010-185701/