104
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Logit models: smallest versus largest extreme value error distributions

Pages 741-744 | Published online: 21 Aug 2006

References

  • Gumbel , E. J. 1958 . Statistics of Extremes New York : Columbia University Press .
  • Hajivassiliou , V. A. 1993 . Simulation estimation methods for limited dependent variable models in . Handbook of Statistics , 11 : 519 – 43 . (Eds) G. S. Maddala, C. R. Rao and H. D. Vinod
  • Hastings , N. A. J. and Peacock , J. B. 1975 . Statistical Distributions London : Butterworth & Co Ltd. .
  • Kotz , S. and Nadarajah , S. 2000 . Extreme Value Distributions: Theory and Applications London : Imperial College Press .
  • 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 .
  • 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 , 305 – 19 . Cambridge, MA : MIT Press . (Eds) C. F. Manski and D. McFadden
  • McFadden , D. 1989 . A method of simulated moments for estimation of discrete response models without numerical integration, . Econometrica , 57 ( 5 ) : 995 – 1026 .
  • McFadden , D. and Richter , M. K. 1970 . “ On the extension of a probability to the Boolean algebra generated by a family of events ” . In Working Paper , Berkeley : University of California .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.