Bounded price variation models with rational expectations and price risk

DOI10.1016/0165-1765(89)90021-9MaRDI QIDQ1676635zbMATH OpenOpenAlexFDO

Authors Matthew T. Holt

Publication date 9 November 2017

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://ageconsearch.umn.edu/record/200475/files/agecon-wisc-0302.pdf

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• Methods of Estimation for Models of Markets with Bounded Price Variation
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

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• scientific article; zbMATH DE number 5307313 (Why is no real title available?)
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• Agricultural arbitrage and risk preferences

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