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