HANDBOOK OF ECONOMETRICS 28

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28. Disequilibrium, Self-selection, and Switching Models - G. S. Maddala.pdf (3.31 MB, 需要: 3 个论坛币)

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关键词：econometrics Econometric handbook metrics econom econometrics handbook

Introduction 1634
Estimation of the switching regression model:
Sample separation known
Estimation of the switching regression model:
Sample separation unknown
Estimation of the switching regression model with imperfect
sample separation information
Switching simultaneous systems
Disequilibrium models: Different formulations of price adjustment
6.1. The meaning of the price adjustment equation
6.2. Modifications in the specification of the demand and supply functions
6.3. The validity of the “Mm” condition
Some other problems of specification in disequilibrium models
7.1. Problems of serial correlation
7.2. Tests for distributional assumptions
7.3. Tests for disequilibrium
7.4. Models with inventories
Multimarket disequilibrium models
Models with self-selection
Multiple criteria for selectivity
Concluding remarks