Semiparametric estimation of multiple equation models

Gabriel A. Picone, J. S. Butler

Research output: Contribution to journalArticlepeer-review

8 Scopus citations


This paper proposes a semiparametric estimator for multiple equations multiple index (MEMI) models. Examples of MEMI models include several sample selection models and the multinomial choice model. The proposed estimator minimizes the average distance between the dependent variable unconditional and conditional on an index. The estimator is √N-consistent and asymptotically normally distributed. The paper also provides a Monte Carlo experiment to evaluate the finite-sample performance of the estimator.

Original languageEnglish
Pages (from-to)551-575
Number of pages25
JournalEconometric Theory
Issue number4
StatePublished - 2000

ASJC Scopus subject areas

  • Social Sciences (miscellaneous)
  • Economics and Econometrics


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