Kemp, Gordon CR Semi-Parametric Estimation of a Logit Model. [["eprint_typename_scholarly-edition" not defined]]
Kemp, Gordon CR Semi-Parametric Estimation of a Logit Model. [["eprint_typename_scholarly-edition" not defined]]
Kemp, Gordon CR Semi-Parametric Estimation of a Logit Model. [["eprint_typename_scholarly-edition" not defined]]
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: | ["eprint_typename_scholarly-edition" not defined] |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences Faculty of Social Sciences > Economics, Department of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 17 Jul 2012 12:13 |
| Last Modified: | 15 Jan 2022 00:40 |
| URI: | http://repository.essex.ac.uk/id/eprint/2878 |