Methods of Estimation for Markets in Disequilibrium: A Further Study

DOI10.2307/1913693MaRDI QIDQ4770710zbMATH OpenOpenAlexFDO

Authors Ray C. Fair, Harry H. Kelejian

Publication date 1974

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913693

Mathematics Subject Classification ID

Trade models (91B60)

Cited in

(13)

• Disequilibrium econometrics in dynamic models
• A switching regression method using inequality conditions
• Die Nichtkonsistenz der M.-L. Schätzer im Switching Regression Problem
• A Markov model for switching regressions
• Estimation in a disequilibrium model and the value of information
• Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
• A smooth likelihood simulator for dynamic disequilibrium models
• Merchant selection and pricing strategy for a platform firm in the online group buying market
• Balanced random interval arithmetic in market model estimation
• Semi-parametric estimation of disequilibrium models
• Information-based optimal subdata selection for clusterwise linear regression
• Test for normality in the econometric disequilibrium markets model
• Paternalism, buyers' and sellers' market

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