Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

Christian Gourieroux; Alain Monfort

doi:10.1016/0304-4076(81)90060-9

Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

Christian Gourieroux, Alain Monfort

Research output: Contribution to journal › Article › peer-review

Abstract

The existence and strong consistency of the maximum likelihood estimator are analyzed in the context of dichotomous logit models. Sufficient conditions are given for the asymptotic normality of this estimator.

Original language	English
Pages (from-to)	83-97
Number of pages	15
Journal	Journal of Econometrics
Volume	17
Issue number	1
DOIs	https://doi.org/10.1016/0304-4076(81)90060-9
Publication status	Published - 1 Jan 1981
Externally published	Yes

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title = "Asymptotic properties of the maximum likelihood estimator in dichotomous logit models",

abstract = "The existence and strong consistency of the maximum likelihood estimator are analyzed in the context of dichotomous logit models. Sufficient conditions are given for the asymptotic normality of this estimator.",

author = "Christian Gourieroux and Alain Monfort",

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AU - Monfort, Alain

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AB - The existence and strong consistency of the maximum likelihood estimator are analyzed in the context of dichotomous logit models. Sufficient conditions are given for the asymptotic normality of this estimator.

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DO - 10.1016/0304-4076(81)90060-9

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VL - 17

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EP - 97

JO - Journal of Econometrics

JF - Journal of Econometrics

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ER -

Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

Abstract

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