Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5096245 | Journal of Econometrics | 2013 | 20 Pages |
Abstract
This paper explores the inferential question in semiparametric binary response models when the continuous support condition is not satisfied and all regressors have discrete support. I focus mainly on the models under the conditional median restriction, as in Manski (1985). I find sharp bounds on the components of the parameter of interest and outline several applications. The formulas for bounds obtained using a recursive procedure help analyze cases where one regressor's support becomes increasingly dense. Furthermore, I investigate asymptotic properties of estimators of the identification set. I describe a relation between the maximum score estimation and support vector machines and propose several approaches to address the problem of empty identification sets when the model is misspecified.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tatiana Komarova,