Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

DOI10.1016/0304-4076(81)90060-9zbMath0481.62029OpenAlexW2063768475MaRDI QIDQ1162316

Alain Monfort, Christian Gouriéroux

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90060-9

zbMATH Keywords

existenceasymptotic normalitystrong consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cites Work

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• Strong consistency of least squares estimates in dynamic models
• Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis
• Weak and strong consistency of the least squares estimators in regression models
• The Maximum Likelihood, the Minimum Chi-Square and the Nonlinear Weighted Least-Squares Estimator in the General Qualitative Response Model
• A Multivariate Central Limit Theorem for Random Linear Vector Forms

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