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Semi-Parametric Estimation of a Logit Model

Kemp, Gordon CR Semi-Parametric Estimation of a Logit Model. [UNSPECIFIED]

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Abstract

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.

Item Type: UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 17 Jul 2012 12:13
Last Modified: 17 Aug 2017 18:11
URI: http://repository.essex.ac.uk/id/eprint/2878

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