Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
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Publication:1573363
DOI10.1016/S0304-4076(99)00058-5zbMath1122.62386OpenAlexW2156486185MaRDI QIDQ1573363
Serena Ng, Alexander Michaelidis
Publication date: 30 January 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00058-5
Indirect inferenceEfficient method of momentsSimulation estimatorsSimulated method of momentsCommodity prices
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