Bounded price variation models with rational expectations and price risk

DOI10.1016/0165-1765(89)90021-9zbMath1375.91082OpenAlexW2064321189MaRDI QIDQ1676635

Matthew T. Holt

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/200475/files/agecon-wisc-0302.pdf

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Unnamed Item
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• Methods of Estimation for Models of Markets with Bounded Price Variation

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