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

DOI10.1016/0165-1765(84)90082-XzbMATH Open1273.62274MaRDI QIDQ374906FDOQ374906

Authors: Lung-fei Lee 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• 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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