Disequilibrium econometrics in dynamic models

DOI10.1016/0304-4076(79)90045-9zbMath0421.62085OpenAlexW1976228363MaRDI QIDQ1133278

Alain Monfort, Jean-Jacques Laffont

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://publications.ut-capitole.fr/16029/1/Laffont_16029.pdf

zbMATH Keywords

algorithmsmaximum likelihood estimationautocorrelated disturbancesmaximization proceduredisequilibrium econometricslimited-information estimatorsunobservable lagged endogenous variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Economic growth models (91B62)

Related Items (3)

A smooth likelihood simulator for dynamic disequilibrium models ⋮ A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors ⋮ Econometric disequilibrium models^∗

Cites Work

• The nonlinear two-stage least-squares estimator
• Disequilibrium Econometrics in Simultaneous Equations Systems
• Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes
• Disequilibrium Econometrics for Business Loans
• Methods of Estimation for Markets in Disequilibrium: A Further Study
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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