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Methods of Estimation for Markets in Disequilibrium: A Further Study

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  • Fair, Ray C
  • Kelejian, Harry H

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 42 (1974)
Issue (Month): 1 (January)
Pages: 177-90

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Handle: RePEc:ecm:emetrp:v:42:y:1974:i:1:p:177-90

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Cited by:
  1. Ancot, J.-P. & Iwema, R. & Paelinck, J. & den Broeder, G., 1980. "Test d’une hypothèse d’investissement à écarts multiples," L'Actualité Economique, Société Canadienne de Science Economique, vol. 56(1), pages 40-59, janvier-m.
  2. Gary Smith & William C. Brainard, 1979. "Disequilibrium Models of Financial Institutions," Cowles Foundation Discussion Papers 535, Cowles Foundation for Research in Economics, Yale University.
  3. 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.
  4. 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.
  5. Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
  6. 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.
  7. Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics.

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