A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model

This paper uses information theoretic methods to introduce a new class of probability distributions and estimators for competing explanations of the data in the binary choice model. No explicit parameterization of the function connecting the data to the Bernoulli probabilities is stated in the sp...

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Bibliographic Details
Main Authors: Ron Mittelhammer, George Judge
Format: Article
Language:English
Published: Econometric Research Association 2009-04-01
Series:International Econometric Review
Online Access:http://www.era.org.tr/makaleler/6010030.pdf