Pages that link to "Item:Q899759"
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The following pages link to A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors (Q899759):
Displaying 4 items.
- The likelihood function and a test for serial correlation in a disequilibrium market model (Q374906) (← links)
- Estimation of disequilibrium and limited dependent variable models with serially dependent residuals (Q899905) (← links)
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting (Q1305648) (← links)
- Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)