Misspecified discrete choice models and Huber-White standard errors

DOI10.1515/JEM-2016-0002zbMath1420.62487OpenAlexW2791396012WikidataQ61631748 ScholiaQ61631748MaRDI QIDQ2312966

Michael Guggisberg

Publication date: 18 July 2019

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2016-0002

zbMATH Keywords

consistent estimatormisspecified modelsdiscrete choiceasymptotically correct standard errorsHuber-White standard errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• Stata
• RSGHB
• mixlogit

Cites Work

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• Numerical Analysis for Statisticians
• On Information and Sufficiency
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Estimation of Misspecified Models

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