Published July 1982
| Submitted
Working Paper
Open
Probability Feedback in a Recursive System of Logit Models: Estimation
- Creators
- Vuong, Quang H.
Chicago
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Abstract
Some estimation procedures are considered for the recursive system with probability feedbacks introduced in Q. H. Vuong (1982b) for the case in which the probability models are logit models. The asymptotic distributions of the two-step estimator, of the estimator obtained at each iteration of a natural iterative sequential procedure, and of the estimator obtained at each iteration of an efficient iterative sequential procedure are derived. It is shown that, upon convergence, this latter procedure produces an asymptotically efficient estimator.
Additional Information
I am much grateful to David Grether for his comments and encouragement. I have also benefited from stimulating discussions with John Link and Marc Nerlove.Attached Files
Submitted - sswp444.pdf
Files
sswp444.pdf
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Additional details
- Eprint ID
- 81955
- Resolver ID
- CaltechAUTHORS:20171002-133455587
- Created
-
2017-10-04Created from EPrint's datestamp field
- Updated
-
2019-10-03Created from EPrint's last_modified field
- Caltech groups
- Social Science Working Papers
- Series Name
- Social Science Working Paper
- Series Volume or Issue Number
- 444