Methods of Estimation for Multi-Market Disequilibrium Models

DOI10.2307/1912020zbMath0427.90030OpenAlexW1989382450MaRDI QIDQ3863386

Takatoshi Ito

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912020

zbMATH Keywords

maximum likelihood methodeconometricsspill-over effectsmethods of estimationmulti-market disequilibrium modelstwo- stage least squares methodtwo-market disequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (10)

Minimax linear regression estimation with symmetric parameter restrictions ⋮ On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach ⋮ Constrained excess demand functions ⋮ On inequality constrained generalized least-squares estimation ⋮ A closed form solution for tre least squares regression problem with linear inequality constraints ⋮ Qualitative economic reasoning: a disequilibrium perspective ⋮ Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model ⋮ Econometric modelling with nonnormal disturbances ⋮ The specification of multi-market disequilibrium econometric models ⋮ Econometric disequilibrium models^∗

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