Semi-parametric estimation of disequilibrium models

DOI10.1080/07474939608800366MaRDI QIDQ4355156zbMATH OpenOpenAlexFDO

Authors Weiren Wang, Mai Zhou

Publication date 3 May 1998

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939608800366

zbMATH Keywords

EM algorithmleast squares methodsemi-parametric estimationKaplan-Meier estimatordisequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3641145 (Why is no real title available?)
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
• Extensions of estimation methods using the EM algorithm
• Jackknife, bootstrap and other resampling methods in regression analysis
• Linear regression with censored data
• Maximum Likelihood Methods for Models of Markets in Disequilibrium
• Methods of Estimation for Markets in Disequilibrium: A Further Study
• Nonparametric Estimation from Incomplete Observations
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium

Cited in

(14)

• scientific article; zbMATH DE number 4005418 (Why is no real title available?)
• Some observations on embedded discontinuity models
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
• Semiparametric Difference-in-Differences Estimators
• scientific article; zbMATH DE number 3945223 (Why is no real title available?)
• A likelihood approach to estimating market equilibrium models
• A semiparametric panel data model for markets in disequilibrium
• An extension of the maximum score estimator for disequilibrium models.
• Disequilibrium econometrics: 25 years later*
• A semiparametric efficiency bound of a disequilibrium model without observed regime
• 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
• scientific article; zbMATH DE number 42341 (Why is no real title available?)
• Disequilibrium Econometrics on Micro Data

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