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

Université Paris Dauphine
E.N.S.A.E.

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	83-97
Nombre de pages	15
journal	Journal of Econometrics
Volume	17
Numéro de publication	1
Les DOIs	https://doi.org/10.1016/0304-4076(81)90060-9
état	Publié - 1 janv. 1981
Modification externe	Oui

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10.1016/0304-4076(81)90060-9

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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.",

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Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

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