Logit models: smallest versus largest extreme value error distributions

The general term 'type I extreme value distribution' underlying the logit model is not fully precise. Through a case study, this study compares two models based on the distribution - one with the smallest specification and one with the largest. Results show these two models are different.

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Year of publication:	2005
Authors:	Hu, Wuyang
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 12.2005, 12, p. 741-744
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009202638