Cover Image

Semi-Parametric Estimation of a Logit Model

In this paper, I develop an estimator for a semi-parametric logit model based on a kernel-weighted average of pairwise conditional logit terms. Then I demonstrate consistency, asymptotic normality, and consistent asymptotic covariance matrix estimation for this estimator using results for sequences of $U$-statistic.
Year of publication:
2000-08-01
Authors: Kemp, Gordon C. R.
Institutions: Econometric Society
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
The text is part of a series Econometric Society World Congress 2000 Contributed Papers Number 0879
Source:
Persistent link: https://www.econbiz.de/10005328805
Similar items by person