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Heteroscedastic Qualitative Response Model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Moon, ChoonGeol | - |
| dc.date.accessioned | 2009-01-14T07:34:25Z | - |
| dc.date.available | 2009-01-14T07:34:25Z | - |
| dc.date.issued | 1990-04 | - |
| dc.identifier.citation | Seoul Journal of Economics, Vol.3 No.2, pp. 127-158 | - |
| dc.identifier.issn | 1225-0279 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/891 | - |
| dc.description.abstract | A qualitative response model with heteroscedastic errors is
studied. First, the heteroscedastic maximum likelihood estimator and its asymptotic properties are derived. Then, inconsistency of the standard (homoscedastic) maximum likelihood estimator is proved. Lastly, two empirical examples and numerical experiments follow to illustrate the feasibility of the heteroscedastic maximum likelihood estimator. | - |
| dc.language.iso | en | - |
| dc.publisher | Institute of Economic Research, Seoul National University | - |
| dc.subject | maximum likelihood estimator | - |
| dc.subject | MLE | - |
| dc.subject | Monte carlo study | - |
| dc.title | Heteroscedastic Qualitative Response Model | - |
| dc.type | SNU Journal | - |
| dc.contributor.AlternativeAuthor | 문춘걸 | - |
| dc.citation.journaltitle | Seoul Journal of Economics | - |
| dc.citation.endpage | 158 | - |
| dc.citation.number | 2 | - |
| dc.citation.pages | 127-158 | - |
| dc.citation.startpage | 127 | - |
| dc.citation.volume | 3 | - |
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