Classification probabilities for the disequilibrium model

DOI10.1016/0304-4076(80)90093-7zbMath0455.62090OpenAlexW1997557482MaRDI QIDQ1150238

Mark Gersovitz

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90093-7

zbMATH Keywords

classification probabilitiesdisequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (1)

A smooth likelihood simulator for dynamic disequilibrium models

Cites Work

• Unnamed Item
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
• A Note on the Generation of Random Normal Deviates
• Econometric disequilibrium models^∗
• Maximization by Quadratic Hill-Climbing
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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