Estimating Limited-Dependent Rational Expectations Models
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Bibliographic InfoPaper provided by California Los Angeles - Applied Econometrics in its series Papers with number 18.
Length: 20 pages
Date of creation: 1990
Date of revision:
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Postal: UNIVERSITY OF CALIFORNIA AT LOS ANGELES, DEPARTMENT OF ECONOMICS, PROGRAM IN APPLIED ECONOMETRICS, LOS ANGELES CALIFORNIA 90024 U.S.A.
Phone: (310) 825 1011
Fax: (310) 825 9528
Web page: http://www.econ.ucla.edu/
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expectations ; economic models ; maximum likelihood;
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- Giorgio Calzolari & Gabriele Fiorentini, 1998.
"A tobit model with garch errors,"
Taylor & Francis Journals, vol. 17(1), pages 85-104.
- Chavas, Jean-Paul & Kim, Kwansoo, 2005. "An Econometric Analysis of Price Dynamics in the Presence of a Price Floor: The Case of American Cheese," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(01), April.
- Calzolari, Giorgio & Fiorentini, Gabriele, 1993. "Estimating variances and covariances in a censored regression model," MPRA Paper 22598, University Library of Munich, Germany, revised 1993.
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