Exact small-sample inference in stationary, fully regular, dynamic demand models
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Publication:1580339
DOI10.1016/S0304-4076(99)00066-4zbMath0998.62098MaRDI QIDQ1580339
Publication date: 13 September 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Markov chain Monte Carlo; vector autoregressions; truncated normal; exact likelihood; Allais intensities
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C40: Numerical analysis or methods applied to Markov chains
91B42: Consumer behavior, demand theory
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