Abstract
In a seminal paper, Manski (1975) introduces the maximum score estimator (MSE) of the structural parameters of a multinomial choice model and proves consistency without assuming knowledge of the distribution of the error terms in the model. As such, the MSE is the first instance of a semiparametric estimator of a limited dependent variable model in the econometrics literature.
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Sherman, R.P. (2010). Maximum Score Methods. In: Durlauf, S.N., Blume, L.E. (eds) Microeconometrics. The New Palgrave Economics Collection. Palgrave Macmillan, London. https://doi.org/10.1057/9780230280816_16
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DOI: https://doi.org/10.1057/9780230280816_16
Publisher Name: Palgrave Macmillan, London
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