摘要
This paper studies the large sample properties of the change point estimates in binary response models. The estimate is obtained by maximizing the smoothed score function when the median of the latent error variable is assumed to be zero. An exponential convergence rate of the change point estimate is also established.
This paper studies the large sample properties of the change point estimates in binary response models. The estimate is obtained by maximizing the smoothed score function when the median of the latent error variable is assumed to be zero. An exponential convergence rate of the change point estimate is also established.
基金
Supported by the National Natural Science Foundation of China(No.10471136)
Ph.D.Program Foundation of the Ministry of Education of China and Special Foundations of the Chinese Academy of Science and University of Science and Technology of China
