This chapter describes single-index models for conditional mean and quantile functions. Single-index models relax some of the restrictive assumptions of familiar parametric models, such as linear models and binary probit or logit models.
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© 2009 Springer Science+Business Media, LLC
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Horowitz, J.L. (2009). Single-Index Models. In: Semiparametric and Nonparametric Methods in Econometrics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-92870-8_2
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DOI: https://doi.org/10.1007/978-0-387-92870-8_2
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Online ISBN: 978-0-387-92870-8
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