Disequilibrium Econometrics in Simultaneous Equations Systems

DOI10.2307/1912019zbMath0426.90013OpenAlexW2022363248MaRDI QIDQ3863644

Christian Gouriéroux, Jean-Jacques Laffont, Alain Monfort

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912019

zbMATH Keywords

numerical algorithmlimited information estimatorsdisequilibrium econometricssimultaneous equations systemsmulti-market disequilibrium modelsfull information estimatorsgeneral disequilibrium theory

Mathematics Subject Classification ID

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

Related Items (6)

Disequilibrium econometrics in dynamic models ⋮ Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate ⋮ Econometric modelling with nonnormal disturbances ⋮ The specification of multi-market disequilibrium econometric models ⋮ Some research directions in mathematical economics ⋮ Econometric disequilibrium models^∗

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