The likelihood function and a test for serial correlation in a disequilibrium market model
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Publication:374906
DOI10.1016/0165-1765(84)90082-XzbMath1273.62274MaRDI QIDQ374906
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
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 ⋮ Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
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