Some small sample properties of estimators and test statistics in the multivariate logit model

DOI10.1016/0304-4076(79)90062-9zbMath0402.62021OpenAlexW2085818158MaRDI QIDQ1255735

K. Appert

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90062-9

zbMATH Keywords

Bivariate Logit ModelConditional Maximum Likelihood EstimationMaximum Likelihood EstimationMonte Carlo ExperimentSmall Sample Properties of EstimatorsTwo- Step Estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Cites Work

• Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach
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