Classification probabilities for the disequilibrium model

DOI10.1016/0304-4076(80)90093-7MaRDI QIDQ1150238zbMATH OpenOpenAlexFDO

Authors Mark Gersovitz

Publication date 1980

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

Full work available at URL https://doi.org/10.1016/0304-4076(80)90093-7

zbMATH Keywords

classification probabilitiesdisequilibrium model

Mathematics Subject Classification ID

Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites work

• A Note on the Generation of Random Normal Deviates
• Econometric disequilibrium models^∗
• scientific article; zbMATH DE number 3579840 (Why is no real title available?)
• Maximization by Quadratic Hill-Climbing
• Maximum Likelihood Methods for Models of Markets in Disequilibrium
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares

Cited in

(1)

• A smooth likelihood simulator for dynamic disequilibrium models

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