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