Estimation of disequilibrium and limited dependent variable models with serially dependent residuals

DOI10.1016/0165-1765(87)90201-1zbMath1328.62636OpenAlexW2073731154MaRDI QIDQ899905

Peter M. Robinson

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(87)90201-1

Mathematics Subject Classification ID

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

Related Items (1)

Semiparametric estimation from time series with long-range dependence

Cites Work

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• The likelihood function and a test for serial correlation in a disequilibrium market model
• A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
• Analysis of time series from mixed distributions
• On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
• Tests for Serial Defendence in Limited Dependent Variable Models
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
• Generalized Inverses of Partitioned Matrices
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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