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Information criterion and estimation of misspecified qualitative choice models

Brownstone, David - 1984

Persistent link: https://www.econbiz.de/10001949444

A general FIML estimator for a certain class of models that are nonlinear in the variables : paper pres. at the European Meeting of the Econometric Society in Pisa, Fall 1983

Mellander, Erik - 1984

Persistent link: https://www.econbiz.de/10002449625

CONRAD : A maximum likelihood program for estimation of simultaneous equations models that are non-linear in the parameters

Jansson, Leif; Mellander, Erik - 1984

Persistent link: https://www.econbiz.de/10003065184

On the identification and estimation of multiple input transfer function models with autocorrelated errors

Rahiala, Markku - 1985

Persistent link: https://www.econbiz.de/10013452261

Interpreting estimation results of Euler equation investment models when factor markets are imperfectly competitive

Janz, Norbert Helmut - 1997

In this paper the standard Euler equation investment model with imperfectly competitive product markets is extended for imperfectly competitive structures on the factor markets: labour markets and markets for investment goods. This extension leads to two additional explanatory variables in the...

Persistent link: https://www.econbiz.de/10011440951