论文信息 - An application and comparison of some flexible parametric and semi-parametric qualitative response models

An application and comparison of some flexible parametric and semi-parametric qualitative response models

Abstract A random-coefficient flexible parametric specification which nests probit and logit models is introduced. These models are estimated, using a data set analyzed by Horowitz ( Journal of Econometrics , 1993, 58, 49–70), and compared with results obtained from the Klein-Spady semi-parametric and smoothed maximum score estimators.

James B. McDonald | J. McDonald

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