Logit models: Smallest versus largest extreme value error distributions

Applied Economics Letters

Volumn 12, Issue 12, 2005, Pages 741-744

  Hu, Wuyang ^a  

^a UNIVERSITY OF ALBERTA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

MODEL;

EID: 27644534013     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850500192457     Document Type: Article

References (8)

1. Gumbel, E. J. (1958) Statistics of Extremes, Columbia University Press, New York.
2. Hajivassiliou, V. A. (1993) Simulation estimation methods for limited dependent variable models in Handbook of Statistics, Vol. 11, (Eds) G. S. Maddala, C. R. Rao and H. D. Vinod, pp. 519-43.
3. Hastings, N. A. J. and Peacock, J. B. (1975) Statistical Distributions, Butterworth & Co Ltd., London.
4. Kotz, S. and Nadarajah, S. (2000) Extreme Value Distributions: Theory and Applications, Imperial College Press, London.
5. Lee, L. F. (1992) On efficiency of methods of simulated moments and maximum simulated likelihood estimation of discrete response models, Econometric Theory, 8, 518-52.
6. Lerman, S. R. and Manski, C. F. (1981) On the use of simulated frequencies to approximate choice probabilities, in Structural Analysis of Discrete Data with Econometric Applications, (Eds) C. F. Manski and D. McFadden, MIT Press, Cambridge, MA, pp. 305-19.
7. McFadden, D. (1989) A method of simulated moments for estimation of discrete response models without numerical integration, Econometrica, 57(5), 995-1026.
8. McFadden, D. and Richter, M. K. (1970) On the extension of a probability to the Boolean algebra generated by a family of events, Working Paper, University of California, Berkeley.