Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

dc.contributor.author	Gouriéroux, Christian
dc.contributor.author	Monfort, Alain
dc.date.accessioned	2014-04-29T15:00:20Z
dc.date.available	2014-04-29T15:00:20Z
dc.date.issued	1981
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/13198
dc.language.iso	en	en
dc.subject	dichotomous logit models	en
dc.subject	maximum likelihood estimator	en
dc.subject.ddc	519	en
dc.title	Asymptotic properties of the maximum likelihood estimator in dichotomous logit models	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	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.	en
dc.relation.isversionofjnlname	Journal of Econometrics
dc.relation.isversionofjnlvol	17	en
dc.relation.isversionofjnlissue	1	en
dc.relation.isversionofjnldate	1981
dc.relation.isversionofjnlpages	83-97	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1016/0304-4076(81)90060-9	en
dc.relation.isversionofjnlpublisher	Elsevier	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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