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Estimation in a disequilibrium model and the value of information
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Cited by:
- Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986.
"Classical estimation methods for LDV models using simulation,"
Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441,
Elsevier.
- Hajivassiliou, Vassilis A & Ruud, Paul A., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series qt3cg196fr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
- Vassilis A. Hajivassiliou & Paul A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers 1051, Cowles Foundation for Research in Economics, Yale University.
- V.A. Hajivassiliou & P. A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Econometrics 9311002, University Library of Munich, Germany.
- Riboud, Chris & Rausser, Gordon C., 1981. "Price supports and demand in commodity market modeling," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1n53k4xs, Department of Agricultural & Resource Economics, UC Berkeley.
- Christopher J. W. Zorn, 1998. "An Analytic and Empirical Examination of Zero-Inflated and Hurdle Poisson Specifications," Sociological Methods & Research, , vol. 26(3), pages 368-400, February.
- Alfonso Sousa‐Poza, 2004. "Is the Swiss Labor Market Segmented? An Analysis Using Alternative Approaches," LABOUR, CEIS, vol. 18(1), pages 131-161, March.
- Wall, Larry D. & Peterson, David R., 1995.
"Bank holding company capital targets in the early 1990s: The regulators versus the markets,"
Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 563-574, June.
- David R. Peterson & Larry D. Wall, 1994. "Bank holding company capital targets in the early 1990s: the regulators versus the markets," FRB Atlanta Working Paper 94-11, Federal Reserve Bank of Atlanta.
- Mayer, Walter J. & Dorsey, Robert E., 1998. "Maximum score estimation of disequilibrium models and the role of anticipatory price-setting," Journal of Econometrics, Elsevier, vol. 87(1), pages 1-24, August.
- Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy, 1985.
"Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services,"
Journal of Econometrics, Elsevier, vol. 29(1-2), pages 121-148.
- Kooiman, Peter & van Dijk, Herman K. & Thurik, A. Roy, 1985. "Likelihood Diagnostics And Bayesian Analysis Of A Micro-Economic Disequilibrium Model For Retail Services," Econometric Institute Archives 272289, Erasmus University Rotterdam.
- Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
- Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020. "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(2), pages 151-176, December.
- Vassilis A. Hajivassiliou, 1990.
"Testing Game Theoretic Models of Price-Fixing Behaviour,"
Cowles Foundation Discussion Papers
935, Cowles Foundation for Research in Economics, Yale University.
- Vassilis A. Hajivassiliou, 1993. "Testing Game-Theoretic Models of Price Fixing Behaviour," Working Papers _017, Yale University.
- V A Hajivassiliou, 1997. "Testing Game-Theoretic Models of Price Fixing Behaviour," STICERD - Econometrics Paper Series 324, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- William Greene, 2001.
"Fixed and Random Effects in Nonlinear Models,"
Working Papers
01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
- Harish Mani & V. Pandit & R. Prabhakar Rao, 2013. "Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis," Working papers 222, Centre for Development Economics, Delhi School of Economics.
- Plassard, Romain, 2022. "Diagnosing unemployment: the dual project of the ENSAE's band," MPRA Paper 113584, University Library of Munich, Germany.
- Oczkowski, Edward, 1998. "An econometric analysis of the bilateral monopoly model," Economic Modelling, Elsevier, vol. 16(1), pages 53-69, January.
- Chuanming Gao & Kajal Lahiri & Bernard Wixon, 2000.
"Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process,"
Econometric Society World Congress 2000 Contributed Papers
0340, Econometric Society.
- Kajal Lahiri & Chuanming Gao & Bermard Wixon, 2001. "Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process," Discussion Papers 01-12, University at Albany, SUNY, Department of Economics.
- Billio, Monica & Pelizzon, Loriana, 2000. "Value-at-Risk: a multivariate switching regime approach," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 531-554, December.
- V A Hajivassiliou, 2019.
"Switching Regressions with Imperfect Regime Classification Information: Theory and Applications,"
STICERD - Econometrics Paper Series
610, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hajivassiliou, Vassilis, 2019. "Switching regressions with imperfect regime classification information: theory and applications," LSE Research Online Documents on Economics 103119, London School of Economics and Political Science, LSE Library.
- Jay B. Morrison & David H. Pyle, 1978. "Interest Rate Risk and the Regulation of Financial Institutions," NBER Working Papers 0266, National Bureau of Economic Research, Inc.
- Rappai Gábor & Fűrész Diána Ivett, 2018. "Handling heteroskedasticity in labour demand functions of athletes," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 4(2), pages 47-56, November.
- Kenneth G. Stewart, 2019.
"Suits' Watermelon Model: The Missing Simultaneous Equations Empirical Application,"
Journal of Economics Teaching, Journal of Economics Teaching, vol. 4(2), pages 115-139, December.
- Kenneth G. Stewart, 2019. "Suits' Watermelon Model: The Missing Simultaneous Equations Empirical Application," Econometrics Working Papers 1901, Department of Economics, University of Victoria.
- Bos, J.W.B. & Economidou, C. & Koetter, M., 2010. "Technology clubs, R&D and growth patterns: Evidence from EU manufacturing," European Economic Review, Elsevier, vol. 54(1), pages 60-79, January.
- Ley, Eduardo, 1992. "Switching regressions and activity analysis," UC3M Working papers. Economics 5820, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Fei Jin & Lung-fei Lee, 2018. "Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices," Econometrics, MDPI, vol. 6(1), pages 1-24, February.
- Basch, Michael & Paredes-Molina, Ricardo D., 1996. "Are there dual labor markets in Chile?: empirical evidence," Journal of Development Economics, Elsevier, vol. 50(2), pages 297-312, August.
- repec:ags:ucdavw:225681 is not listed on IDEAS
- Chambers, Robert G. & Just, Richard E. & Moffitt, L. Joe & Rowe, Gordon A., 1979. "Disequilibrium Analysis for Fluid Milk," CUDARE Working Papers 242457, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Guang Wan, 1998. "Linear estimation of the nonlinear almost ideal demand system: a Monte Carlo study," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 181-186.
- Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
- Lorenzo Burlon & Davide Fantino & Andrea Nobili & Gabriele Sene, 2016. "The quantity of corporate credit rationing with matched bank-firm data," Temi di discussione (Economic working papers) 1058, Bank of Italy, Economic Research and International Relations Area.
- Lee, Lung-Fei, 1997. "Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results," Journal of Econometrics, Elsevier, vol. 78(2), pages 179-184, June.