Some Monte Carlo Results for the Modified Logit Model.

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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Year of publication:	1998
Authors:	Aalouze ; C.M.
Institutions:	School of Economics, UNSW Business School
Subject:	ECONOMETRIC MODELS \| CONVERGENCE \| STATISTICAL ANALYSIS

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Series:	New South Wales - School of Economics.
Type of publication:	Book / Working Paper
Notes:	22 pages
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods ; C20 - Econometric Methods: Single Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005631383