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Journal Article

Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

Journal of Econometrics (1981) 17(1) 83-97
DOI: 10.1016/0304-4076(81)90060-9
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Abstract

The existence and strong consistency of the maximum likelihood estimator are analyzed in the context of dichotomous logit models. Sufficient conditions are given for the asymptotic normality of this estimator. © 1981.

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Gourieroux, C., & Monfort, A. (1981). Asymptotic properties of the maximum likelihood estimator in dichotomous logit models. Journal of Econometrics, 17(1), 83–97. https://doi.org/10.1016/0304-4076(81)90060-9

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