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Nyári Műhely. MTA Közgazdaságtudományi Intézet, Budapest, 2005. június 27-29
[Summer workshop]

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  • Tarjáni, Hajnalka
  • Csorba, Gergely

Abstract

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  • Tarjáni, Hajnalka & Csorba, Gergely, 2005. "Nyári Műhely. MTA Közgazdaságtudományi Intézet, Budapest, 2005. június 27-29 [Summer workshop]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 698-706.
    • Handle: RePEc:ksa:szemle:790
    as

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    References listed on IDEAS

    as
    1. Paul R. Krugman, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(3), pages 669-682.
    2. Manski, Charles F., 1985. "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator," Journal of Econometrics, Elsevier, vol. 27(3), pages 313-333, March.
    3. Olley, G Steven & Pakes, Ariel, 1996. "The Dynamics of Productivity in the Telecommunications Equipment Industry," Econometrica, Econometric Society, vol. 64(6), pages 1263-1297, November.
    4. Burdett, Kenneth & Mortensen, Dale T, 1998. "Wage Differentials, Employer Size, and Unemployment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(2), pages 257-273, May.
    5. Pitt, Michael K., 2002. "Smooth particle filters for likelihood evaluation and maximisation," Economic Research Papers 269464, University of Warwick - Department of Economics.
    6. Pitt, Michael K, 2002. "Smooth Particle Filters for Likelihood Evaluation and Maximisation," The Warwick Economics Research Paper Series (TWERPS) 651, University of Warwick, Department of Economics.
    7. Manski, Charles F., 1975. "Maximum score estimation of the stochastic utility model of choice," Journal of Econometrics, Elsevier, vol. 3(3), pages 205-228, August.
    8. Jin‐Chuan Duan, 1994. "Maximum Likelihood Estimation Using Price Data Of The Derivative Contract," Mathematical Finance, Wiley Blackwell, vol. 4(2), pages 155-167, April.
    Full references (including those not matched with items on IDEAS)

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