Semi-parametric estimation of disequilibrium models
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Publication:4355156
DOI10.1080/07474939608800366zbMATH Open0885.62132OpenAlexW2083452798MaRDI QIDQ4355156FDOQ4355156
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
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EM algorithmleast squares methodsemi-parametric estimationKaplan-Meier estimatordisequilibrium model
Cites Work
- Linear regression with censored data
- Nonparametric Estimation from Incomplete Observations
- Jackknife, bootstrap and other resampling methods in regression analysis
- Estimating Mixtures of Normal Distributions and Switching Regressions
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
- Extensions of estimation methods using the EM algorithm
- Maximum Likelihood Methods for Models of Markets in Disequilibrium
- Title not available (Why is that?)
- The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
- Methods of Estimation for Markets in Disequilibrium: A Further Study
Cited In (14)
- Title not available (Why is that?)
- Some observations on embedded discontinuity models
- Semiparametric Difference-in-Differences Estimators
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Disequilibrium Econometrics on Micro Data
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