Methods of Estimation for Markets in Disequilibrium: A Further Study

DOI10.2307/1913693zbMath0284.90011OpenAlexW2009358955MaRDI QIDQ4770710

Ray C. Fair, Harry H. Kelejian

Publication date: 1974

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913693

Mathematics Subject Classification ID

Trade models (91B60)

Related Items (12)

Merchant selection and pricing strategy for a platform firm in the online group buying market ⋮ A smooth likelihood simulator for dynamic disequilibrium models ⋮ Disequilibrium econometrics in dynamic models ⋮ A switching regression method using inequality conditions ⋮ Die Nichtkonsistenz der M.-L. Schätzer im Switching Regression Problem ⋮ Balanced random interval arithmetic in market model estimation ⋮ Semi-parametric estimation of disequilibrium models ⋮ A Markov model for switching regressions ⋮ Estimation in a disequilibrium model and the value of information ⋮ Test for normality in the econometric disequilibrium markets model ⋮ Paternalism, buyers' and sellers' market ⋮ Maximum score estimation of disequilibrium models and the role of anticipatory price-setting

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