Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (Q1573363): Difference between revisions

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Revision as of 11:55, 30 May 2024

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Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
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    Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (English)
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    30 January 2001
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    Simulation estimators
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    Indirect inference
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    Simulated method of moments
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    Efficient method of moments
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    Commodity prices
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