Methods of Estimation for Multi-Market Disequilibrium Models

DOI10.2307/1912020MaRDI QIDQ3863386zbMATH OpenOpenAlexFDO

Authors Takatoshi Ito

Publication date 1980

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912020

zbMATH Keywords

econometricsmaximum likelihood methodmethods of estimationmulti-market disequilibrium modelsspill-over effectstwo- stage least squares methodtwo-market disequilibrium model

Mathematics Subject Classification ID

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

Cited in

(10)

• Minimax linear regression estimation with symmetric parameter restrictions
• Constrained excess demand functions
• The specification of multi-market disequilibrium econometric models
• On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach
• A closed form solution for tre least squares regression problem with linear inequality constraints
• Qualitative economic reasoning: a disequilibrium perspective
• Econometric disequilibrium models^∗
• Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model
• Econometric modelling with nonnormal disturbances
• On inequality constrained generalized least-squares estimation

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