A note on the nonstationary binary choice logit model

被引：8
|
作者：
Guerre, E
Moon, HR
机构：
[1] Univ So Calif, Dept Econ, Los Angeles, CA 90089 USA
[2] Univ Paris 06, LSTA, Paris, France
来源：
ECONOMICS LETTERS | 2002年 / 76卷 / 02期
关键词：
binary choice model; nonstationary covariates;
D O I：
10.1016/S0165-1765(02)00052-6
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper derives the rate and the asymptotic distribution of the MLE of the parameter of a logit model with a nonstationary covariate when the true parameter is zero. The limit distribution of the t-statistic is also given. (C) 2002 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：267 / 271
页数：5
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