A semiparametric panel data model for markets in disequilibrium

DOI10.1016/J.ECONLET.2004.08.006zbMath1255.62372OpenAlexW2006472386MaRDI QIDQ1927764

Walter J. Mayer

Publication date: 2 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.08.006

zbMATH Keywords

panel datasemiparametricdisequilibrium

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Cites Work

• Unnamed Item
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
• An extension of the maximum score estimator for disequilibrium models.
• Topics in Advanced Econometrics
• Estimation of a Panel Data Sample Selection Model
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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