Estimation in a disequilibrium model and the value of information

DOI10.1016/0304-4076(75)90052-4zbMath0309.90011OpenAlexW2072545152MaRDI QIDQ1219198

Stephen M. Goldfeld, Richard E. Quandt

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90052-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

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Cites Work

• Unnamed Item
• Maximum-Likelihood Estimation of Regressions Containing Unobservable Independent Variables
• Methods of Estimation for Markets in Disequilibrium: A Further Study
• Recent advances in unconstrained optimization
• A New Approach to Estimating Switching Regressions
• Maximum Likelihood Methods for Models of Markets in Disequilibrium