Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (Q1573363)
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scientific article; zbMATH DE number 1487209
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| English | Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
scientific article; zbMATH DE number 1487209 |
Statements
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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0.7647916078567505
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0.7567352652549744
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0.7489142417907715
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0.7475320100784302
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