Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables

Root-N-Consistent Semiparametric Regression

Peter M. Robinson · Econometrica · 1988 · 2.5K citations

Parameter Estimation, Engineering, 7B-r Q +9

Large sample estimation and hypothesis testing

Whitney K. Newey, Daniel McFadden · RePEc: Research Papers in Economics · 1986 · 2.2K citations

Economics, Large Sample Estimation, Engineering +14

Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

Hidehiko Ichimura · Journal of Econometrics · 1993 · 1.2K citations

Econometric Model, Parameter Estimation, Engineering +10

Semi-Nonparametric Maximum Likelihood Estimation

A. Ronald Gallant, Douglas Nychka · Econometrica · 1987 · 925 citations

Maximum score estimation of the stochastic utility model of choice

Charles F. Manski · Journal of Econometrics · 1975 · 896 citations

Utility Theory, Economics, Choice Model +13