Estimation of disequilibrium and limited dependent variable models with serially dependent residuals (Q899905): Difference between revisions

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+Tests for Serial Defendence in Limited Dependent Variable Models
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+Q3247497
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+The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
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+The likelihood function and a test for serial correlation in a disequilibrium market model
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+Maximum Likelihood Methods for Models of Markets in Disequilibrium
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+On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
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+Analysis of time series from mixed distributions
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+Generalized Inverses of Partitioned Matrices
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+A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
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