Some Monte Carlo Results for the Modified Logit Model

Aalouze and C.M.

Working Papers from New South Wales - School of Economics

Abstract: This paper presents some Monte Carlo results on the dependence on n and T of the convergence in probability and distribution of key parameters of the modified logit model of Amemiya and Nold and the generalisation of this model to the case where the error term follows an AR(1) process. Results are presented for n in the range 10 to 350 and T in the range 10 to 200.

Keywords: ECONOMETRIC MODELS; CONVERGENCE; STATISTICAL ANALYSIS (search for similar items in EconPapers)
JEL-codes: C15 C20 (search for similar items in EconPapers)
Pages: 22 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:fth:nesowa:98-17

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