Some Monte Carlo Results for the Modified Logit Model
AbstractThis 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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Bibliographic InfoPaper 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:
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Web page: http://www.economics.unsw.edu.au/
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ECONOMETRIC MODELS ; CONVERGENCE ; STATISTICAL ANALYSIS;
Find related papers by JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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