This paper presents some Monte Carlo results on the dependence on n and T of the convergence in probability and distribution of key parameters of the modified logit model of Amemiya and Nold and the generalisation of this model to the case where the error term follows an AR(1) process. Results are presented for n in the range 10 to 350 and T in the range 10 to 200.
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Paper provided by New South Wales - School of Economics in its series Papers with number
98-17.
Length: 22 pages Date of creation: 1998 Date of revision: Handle: RePEc:fth:nesowa:98-17
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Find related papers by JEL classification: C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General