A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors

DOI10.1016/0165-1765(86)90032-7MaRDI QIDQ899759zbMATH OpenOpenAlexFDO

Authors Sunil K. Sapra

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(86)90032-7

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 3169866 (Why is no real title available?)
• scientific article; zbMATH DE number 3655623 (Why is no real title available?)
• Disequilibrium econometrics in dynamic models
• Nonlinear Regression with Dependent Observations
• On conditional least squares estimation for stochastic processes
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• The likelihood function and a test for serial correlation in a disequilibrium market model

Cited in

(3)

• Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
• The likelihood function and a test for serial correlation in a disequilibrium market model
• Semiparametric estimation from time series with long-range dependence

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