Pages that link to "Item:Q4134780"

The following pages link to The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium (Q4134780):

Displaying 10 items.

• Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
• Two misspecification tests for the simple switching regressions disequilibrium model (Q899891) (← links)
• Estimation of disequilibrium and limited dependent variable models with serially dependent residuals (Q899905) (← links)
• Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations (Q997003) (← links)
• A Bayesian analysis of some threshold switching models (Q1064707) (← links)
• Extensions of estimation methods using the EM algorithm (Q1176713) (← links)
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties (Q1329129) (← links)
• A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions'' (Q2630147) (← links)
• Econometric disequilibrium models^∗ (Q3953064) (← links)
• Semi-parametric estimation of disequilibrium models (Q4355156) (← links)