Exact small-sample inference in stationary, fully regular, dynamic demand models

DOI10.1016/S0304-4076(99)00066-4zbMath0998.62098MaRDI QIDQ1580339

Philippe J. Deschamps

Publication date: 13 September 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carlovector autoregressionstruncated normalexact likelihoodAllais intensities

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Consumer behavior, demand theory (91B42)

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