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Asymptotic properties of the maximum likelihood estimator in dichotomous logit models |
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| Authors: | Christian Gourieroux Alain Monfort |
| Affiliation: | University of Paris IX, 75116 Paris, France;E.N.S.A.E., 92240 Malakoff, France |
| 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. |
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