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  • Search: subject:"conditional logit estimator"
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Year of publication
Subject
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GMM 1 Monte Carlo experiments 1 conditional logit estimator 1 fixed effects logit 1 hyperbolic transformation 1 moment conditions 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Kitazawa, Yoshitsugu 1
Institution
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Faculty of Economics, Kyushu Sangyo University 1
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Discussion Papers / Faculty of Economics, Kyushu Sangyo University 1
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RePEc 1
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A hyperbolic transformation for a fixed effects logit model
Kitazawa, Yoshitsugu - Faculty of Economics, Kyushu Sangyo University - 2010
In this paper, a simple transformation is proposed for the fixed effects logit model, using which some valid moment conditions including the first-order condition for one of the conditional MLE proposed by Chamberlain (1980) can be generated. Some Monte Carlo experiments are carried out for the...
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