Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods (Q3825986)

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Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods
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    Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods (English)
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    1989
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    macroeconomic multi-market fix-price models
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    full information maximum likelihood
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    Monte-Carlo simulations
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    first and second order moments
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    endogenous variables
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    pseudo likelihood function
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    canonical disequilibrium model
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    disaggregation
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    micro markets
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    FIML procedure
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    PML method
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