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Maximum Likelihood Methods for Models of Markets in Disequilibrium

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Maddala, G S
Nelson, Forrest D
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 42 (1974)
Issue (Month): 6 (November)
Pages: 1013-30
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Handle: RePEc:ecm:emetrp:v:42:y:1974:i:6:p:1013-30

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  2. MAULEON, Ana & VANNETLEBOSCH, Vincent J., 2001. "Strike Activity and Bertrand vs Cournot Competition," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  3. Gary Smith & William C. Brainard, 1979. "Disequilibrium Models of Financial Institutions," Cowles Foundation Discussion Papers 535, Cowles Foundation, Yale University. [Downloadable!]
  4. Kierzenkowski, R. & Oung, V., 2007. "L’évolution des crédits à l’habitat en France : une grille d’analyse en termes de cycles," Documents de Travail 172, Banque de France. [Downloadable!]
  5. Barrios, Victor E. & Blanco, Juan M., 2000. "The Effectiveness of Bank Capital Adequacy Requirements : A Theoretical and Empirical Approach," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  6. Kaitibie, Simeon & Nganje, William & Brorsen, B. Wade & Epplin, Francis, 2003. "Optimal Grazing Pressure Under Output Price And Production Uncertainty With Alternative Functional Forms," 2003 Annual meeting, July 27-30, Montreal, Canada 22020, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  7. Adda, Jérôme & Eaton, Jonathan, 1998. "Borrowing with unobserved liquidity constraints structural estimation with an application to sovereign debt," CEPREMAP Working Papers (Couverture Orange) 9806, CEPREMAP. [Downloadable!]
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  9. Mody, Ashoka & Taylor, Mark P, 2003. "International Capital Crunches: The Time-Varying Role of Informational Asymmetries," CEPR Discussion Papers 3757, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  10. Brzoza-Brzezina, Michał & Chmielewski, Tomasz & Niedźwiedzińska, Joanna, 2007. "Substitution between domestic and foreign currency loans in Central Europe. Do central banks matter?," MPRA Paper 6759, University Library of Munich, Germany. [Downloadable!]
  11. Taner Yigit, 2002. "Effects of Uncertainty on Credit Markets," Departmental Working Papers 0209, Bilkent University, Department of Economics. [Downloadable!]
  12. Luc, BAUWENS & Michel, LUBRANO, 2006. "Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market," Discussion Papers (ECON - Département des Sciences Economiques) 2006027, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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  13. Elad, Renata L. & Houston, Jack E., 1999. "Seasonal Labor Constraints And Intra-Household Dynamics In The Female Fields Of Southern Cameroon," Faculty Series 16691, University of Georgia, Department of Agricultural and Applied Economics. [Downloadable!]
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  16. Jacek Osiewalski & Aleksander Welfe, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2), pages 205-220, May. [Downloadable!] (restricted)
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  18. Nada Oulidi & Laurence Allain, 2009. "Credit Market in Morocco: A Disequilibrium Approach," IMF Working Papers 09/53, International Monetary Fund. [Downloadable!]
  19. Christophe Hurlin & Rafal Kierzenkowski, 2003. "Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition," William Davidson Institute Working Papers Series 2003-581, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  20. Max E. Jerrell, . "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics. [Downloadable!]
  21. Dilip M. Nachane & Prasad P. Ranade, 2005. "Relationship banking and the credit market in India: An empirical analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-10, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
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