Methods of Estimation for Markets in Disequilibrium: A Further Study
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 42 (1974)
Issue (Month): 1 (January)
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- Harish Mani & V. Pandit & R. Prabhakar Rao, 2013. "Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis," Working papers 222, Centre for Development Economics, Delhi School of Economics.
- Zilinskas, Julius & Bogle, Ian David Lockhart, 2006. "Balanced random interval arithmetic in market model estimation," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1367-1378, December.
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- Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics.
- Gary Smith & William C. Brainard, 1979. "Disequilibrium Models of Financial Institutions," Cowles Foundation Discussion Papers 535, Cowles Foundation for Research in Economics, Yale University.
- Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
- Mayer, Walter J. & Dorsey, Robert E., 1998. "Maximum score estimation of disequilibrium models and the role of anticipatory price-setting," Journal of Econometrics, Elsevier, vol. 87(1), pages 1-24, August.
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