Disequilibrium Econometrics in Simultaneous Equations Systems

DOI10.2307/1912019MaRDI QIDQ3863644zbMATH OpenOpenAlexFDO

Authors Christian Gouriéroux, Jean-Jacques Laffont, Alain Monfort

Publication date 1980

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912019

zbMATH Keywords

disequilibrium econometricsfull information estimatorsgeneral disequilibrium theorylimited information estimatorsmulti-market disequilibrium modelsnumerical algorithmsimultaneous equations systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited in

(6)

• Disequilibrium econometrics in dynamic models
• The specification of multi-market disequilibrium econometric models
• Econometric disequilibrium models^∗
• Econometric modelling with nonnormal disturbances
• Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate
• Some research directions in mathematical economics

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