Semi-parametric estimation of disequilibrium models

DOI10.1080/07474939608800366zbMath0885.62132OpenAlexW2083452798MaRDI QIDQ4355156

Mai Zhou, Weiren Wang

Publication date: 3 May 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939608800366

zbMATH Keywords

EM algorithmleast squares methodKaplan-Meier estimatorsemi-parametric estimationdisequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Extensions of estimation methods using the EM algorithm
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
• Jackknife, bootstrap and other resampling methods in regression analysis
• Nonparametric Estimation from Incomplete Observations
• Linear regression with censored data
• A Smoothed Maximum Score Estimator for the Binary Response Model
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Methods of Estimation for Markets in Disequilibrium: A Further Study
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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