Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
DOI10.1016/0304-4076(94)90021-3zbMATH Open0807.62094OpenAlexW1555840567MaRDI QIDQ1329129FDOQ1329129
Authors: Guy Laroque, Bernard Salanié 
Publication date: 1 March 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)90021-3
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- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
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- Estimation in a disequilibrium model and the value of information
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Cited In (12)
- MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm
- Semi-parametric estimation of disequilibrium models
- Simulation-based inference. A survey with special reference to panel data models
- An introduction to stochastic unit-root processes
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
- An extension of the maximum score estimator for disequilibrium models.
- Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods
- Title not available (Why is that?)
- A smooth likelihood simulator for dynamic disequilibrium models
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