关于非平稳二元选择Logit模型的一个注记

University of Southern California Center for Law & Social Science (CLASS) Research Paper Series Pub Date : 2002-02-01 DOI:10.2139/ssrn.299561

E. Guerre, H. Moon

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引用次数: 8

摘要

本文导出了具有非平稳协变量的logit模型在真参数为零时参数最大似然值的率和渐近分布。给出了t统计量的极限分布。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Note on the Nonstationary Binary Choice Logit Model

This paper derives the rate and the asymptotic distribution of the MLE of the parameter of a logit model with a nonstationary covariate when the true parameter is zero. The limit distribution of the t-statistic is also given.

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University of Southern California Center for Law & Social Science (CLASS) Research Paper Series

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