Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market
Year of publication: |
2021
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Authors: | Hall, George J. ; Rust, John |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,1, p. 219-243
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Subject: | Commodity price speculation | Endogenous sampling | Inventory investment | Markov processes | Method of simulated moments (MSM) | Simulation estimation | strategies | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis | Simulation | Schätztheorie | Estimation theory |
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