Pages that link to "Item:Q1219198"

The following pages link to Estimation in a disequilibrium model and the value of information (Q1219198):

Displaying 12 items.

• The determination of moments of the doubly truncated multivariate normal Tobit model (Q374763) (← links)
• Efficient likelihood estimation in state space models (Q449965) (← links)
• Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
• Two misspecification tests for the simple switching regressions disequilibrium model (Q899891) (← links)
• A Bayesian analysis of some threshold switching models (Q1064707) (← links)
• Estimation of some limited dependent variable models with application to housing demand (Q1249408) (← links)
• Maximum score estimation of disequilibrium models and the role of anticipatory price-setting (Q1305648) (← links)
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties (Q1329129) (← links)
• Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results (Q1362495) (← links)
• A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
• The specification of multi-market disequilibrium econometric models (Q1819523) (← links)
• Econometric disequilibrium models^∗ (Q3953064) (← links)