Semiparametric Methods In Econometrics, Vol. 131 Book

	Preface
1	Introduction	1
2	Single-Index Models	5
2.1	Definition of a Single-Index Model	5
2.2	Why Single-Index Models Are Useful	6
2.3	Other Approaches to Dimension Reduction	10
2.4	Identification of Single-Index Models	14
2.5	Estimating G in a Single-Index Model	20
2.6	Optimization Estimators of [beta]	23
2.7	Direct Semiparametric Estimators	35
2.8	Bandwidth Selection	49
2.9	An Empirical Example	52
3	Binary Response Models	55
3.1	Random-Coefficients Models	56
3.2	Identification	57
3.3	Estimation	65
3.4	Extensions of the Maximum Score and Smoothed Maximum Score Estimators	84
3.5	An Empirical Example	100
4	Deconvolution Problems	103
4.1	A Model of Measurement Error	104
4.2	Models for Panel Data	113
4.3	Extensions	125
4.4	An Empirical Example	137
5	Transformation Models	141
5.1	Estimation with Parametric T and Nonparametric F	142
5.2	Estimation with Nonparametric T and Parametric F	152
5.3	Estimation when Both T and F are Nonparametric	168
5.4	Predicting Y Conditional on X	176
5.5	An Empirical Example	177
App	Nonparametric Estimation	179
A.1	Nonparametric Density Estimation	179
A.2	Nonparametric Mean Regression	187
	References	191
	Index	201