ASYMPTOTIC PROPERTIES OF THE MAXIMUM-LIKELIHOOD ESTIMATOR IN DICHOTOMOUS LOGIT-MODELS

被引：51

作者：

GOURIEROUX, C ^{[1
]}

MONFORT, A ^{[1
]}

机构：

[1] ECOLE NATL SUPER AERONAUT & ESPACE,F-9940 MALAKOFF,FRANCE

来源：

关键词：

D O I：

10.1016/0304-4076(81)90060-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：83 / 97

页数：15

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[2] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN DYNAMIC-MODELS
ANDERSON, TW
TAYLOR, JB
[J]. ANNALS OF STATISTICS, 1979, 7 (03) : 484 - 489
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