The likelihood function and a test for serial correlation in a disequilibrium market model

DOI10.1016/0165-1765(84)90082-XMaRDI QIDQ374906zbMATH OpenFDO

Authors Lung-fei Lee

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3974144 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Econometric disequilibrium models^∗

Cited in

(3)

• A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
• Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
• A smooth likelihood simulator for dynamic disequilibrium models

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