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

DOI10.1016/0165-1765(86)90032-7zbMATH Open1328.62637OpenAlexW2048287036MaRDI QIDQ899759FDOQ899759

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Nonlinear Regression with Dependent Observations
• On conditional least squares estimation for stochastic processes
• Title not available (Why is that?)
• 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
• Disequilibrium econometrics in dynamic models
• Title not available (Why is that?)

Cited In (3)

• Semiparametric estimation from time series with long-range dependence
• 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

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