Robustness of logit analysis: Unobserved heterogeneity and mis-specified isturbances

Oxford Bulletin of Economics and Statistics

Volumn 69, Issue 4, 2007, Pages 545-555

  Cramer, J S ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547180851     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2007.00445.x     Document Type: Article

References (7)

1. Cramer, J. S. (2003). Logit Models from Economics and Other Fields, Cambridge University Press, Cambridge.
2. Gourieroux, C. (2000). Econometrics of Qualitative Dependent Variables, Cambridge University Press, Cambridge.
3. Greene, W. H. (1990). Econometric Analysis, Prentice Hall, Englewood Cliffs, NJ.
4. Lee, L.-F. (1982). 'Specification error in multinomial logit models', Journal of Econometrics, Vol. 20, pp. 197 209.
5. Ruud, P. A. (1983). ' Sufficient conditions for the consistency of maximum likelihood estimation despite misspecification of distribution in multinomial discrete models', Econometrica, Vol. 51, pp. 225 228.
6. Wooldridge, J. M. (2002). Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, MA.
7. Yatchew, A. Griliches, Z. (1985). ' Specification error in probit models', The Review of Economics and Statistics, Vol. 67, pp. 134 139.