Maximum Likelihood Estimator for Choice-Based Samples
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Publication:3957838
DOI10.2307/1912755zbMath0494.62097OpenAlexW2190439575MaRDI QIDQ3957838
Publication date: 1981
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/389.pdf
consistencyasymptotic normalityasymptotic efficiencymaximum likelihood estimatordiscrete-choice probability modelmaximizing pseudo-likelihood
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)
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