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Estimation in a disequilibrium model and the value of information

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  • Goldfelfd, Stephen M.
  • Quandt, Richard E.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-4582BNG-C/2/77e84c578b7a6e5601b61a6936171584
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 3 (1975)
    Issue (Month): 4 (November)
    Pages: 325-348

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    Handle: RePEc:eee:econom:v:3:y:1975:i:4:p:325-348

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Vassilis A. Hajivassiliou, 1990. "Testing Game Theoretic Models of Price-Fixing Behaviour," Cowles Foundation Discussion Papers 935, Cowles Foundation for Research in Economics, Yale University.
    2. Kajal Lahiri & Chuanming Gao & Bermard Wixon, 2001. "Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process," Discussion Papers 01-12, University at Albany, SUNY, Department of Economics.
    3. Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
    4. Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
    5. 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.
    6. Larry D. Wall & David R. Peterson, 1994. "Bank holding company capital targets in the early 1990s: the regulators versus the markets," Working Paper 94-11, Federal Reserve Bank of Atlanta.
    7. Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," UmeÃ¥ Economic Studies 837, Umeå University, Department of Economics.
    8. Billio, Monica & Pelizzon, Loriana, 2000. "Value-at-Risk: a multivariate switching regime approach," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 531-554, December.
    9. Basch, Michael & Paredes-Molina, Ricardo D., 1996. "Are there dual labor markets in Chile?: empirical evidence," Journal of Development Economics, Elsevier, vol. 50(2), pages 297-312, August.
    10. Jay B. Morrison & David H. Pyle, 1978. "Interest Rate Risk and the Regulation of Financial Institutions," NBER Working Papers 0266, National Bureau of Economic Research, Inc.
    11. Oczkowski, Edward, 1998. "An econometric analysis of the bilateral monopoly model," Economic Modelling, Elsevier, vol. 16(1), pages 53-69, January.

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