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Estimation in a disequilibrium model and the value of information

Citations

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Cited by:

  1. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441, Elsevier.
  2. Riboud, Chris & Rausser, Gordon C., 1981. "Price supports and demand in commodity market modeling," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1n53k4xs, Department of Agricultural & Resource Economics, UC Berkeley.
  3. Christopher J. W. Zorn, 1998. "An Analytic and Empirical Examination of Zero-Inflated and Hurdle Poisson Specifications," Sociological Methods & Research, , vol. 26(3), pages 368-400, February.
  4. Alfonso Sousa‐Poza, 2004. "Is the Swiss Labor Market Segmented? An Analysis Using Alternative Approaches," LABOUR, CEIS, vol. 18(1), pages 131-161, March.
  5. Wall, Larry D. & Peterson, David R., 1995. "Bank holding company capital targets in the early 1990s: The regulators versus the markets," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 563-574, 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. Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy, 1985. "Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 121-148.
  8. Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
  9. Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020. "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(2), pages 151-176, December.
  10. 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.
  11. William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
  12. 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.
  13. Plassard, Romain, 2022. "Diagnosing unemployment: the dual project of the ENSAE's band," MPRA Paper 113584, University Library of Munich, Germany.
  14. Oczkowski, Edward, 1998. "An econometric analysis of the bilateral monopoly model," Economic Modelling, Elsevier, vol. 16(1), pages 53-69, January.
  15. Chuanming Gao & Kajal Lahiri & Bernard Wixon, 2000. "Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process," Econometric Society World Congress 2000 Contributed Papers 0340, Econometric Society.
  16. 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.
  17. V A Hajivassiliou, 2019. "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series 610, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  18. 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.
  19. Rappai Gábor & Fűrész Diána Ivett, 2018. "Handling heteroskedasticity in labour demand functions of athletes," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 4(2), pages 47-56, November.
  20. Kenneth G. Stewart, 2019. "Suits' Watermelon Model: The Missing Simultaneous Equations Empirical Application," Journal of Economics Teaching, Journal of Economics Teaching, vol. 4(2), pages 115-139, December.
  21. Bos, J.W.B. & Economidou, C. & Koetter, M., 2010. "Technology clubs, R&D and growth patterns: Evidence from EU manufacturing," European Economic Review, Elsevier, vol. 54(1), pages 60-79, January.
  22. Ley, Eduardo, 1992. "Switching regressions and activity analysis," UC3M Working papers. Economics 5820, Universidad Carlos III de Madrid. Departamento de Economía.
  23. Fei Jin & Lung-fei Lee, 2018. "Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices," Econometrics, MDPI, vol. 6(1), pages 1-24, February.
  24. 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.
  25. repec:ags:ucdavw:225681 is not listed on IDEAS
  26. Chambers, Robert G. & Just, Richard E. & Moffitt, L. Joe & Rowe, Gordon A., 1979. "Disequilibrium Analysis for Fluid Milk," CUDARE Working Papers 242457, University of California, Berkeley, Department of Agricultural and Resource Economics.
  27. Guang Wan, 1998. "Linear estimation of the nonlinear almost ideal demand system: a Monte Carlo study," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 181-186.
  28. Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
  29. Lorenzo Burlon & Davide Fantino & Andrea Nobili & Gabriele Sene, 2016. "The quantity of corporate credit rationing with matched bank-firm data," Temi di discussione (Economic working papers) 1058, Bank of Italy, Economic Research and International Relations Area.
  30. Lee, Lung-Fei, 1997. "Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results," Journal of Econometrics, Elsevier, vol. 78(2), pages 179-184, June.
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