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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Format: | Others |
Language: | en |
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LSU
2010
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Online Access: | http://etd.lsu.edu/docs/available/etd-11042010-185701/ |