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Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

Gouriéroux, Christian; Monfort, Alain (1981), Asymptotic properties of the maximum likelihood estimator in dichotomous logit models, Journal of Econometrics, 17, 1, p. 83-97. http://dx.doi.org/10.1016/0304-4076(81)90060-9

Type
Article accepté pour publication ou publié
Date
1981
Journal name
Journal of Econometrics
Volume
17
Number
1
Publisher
Elsevier
Pages
83-97
Publication identifier
Metadata
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Author(s)
Gouriéroux, Christian
Monfort, Alain
Abstract (EN)
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.
Subjects / Keywords
dichotomous logit models; maximum likelihood estimator