On asymptotic size distortions in the random coefficients logit model

DOI10.1016/j.jeconom.2019.02.008zbMath1452.62931OpenAlexW2946090327MaRDI QIDQ2330728

Philipp Ketz

Publication date: 23 October 2019

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.02.008

zbMATH Keywords

boundarysize distortionasymptotic sizelack of first-order identificationrandom coefficients logit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Testing overidentifying restrictions with a restricted parameter space

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