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Classification probabilities for the disequilibrium model. (English) Zbl 0455.62090


MSC:

62P20 Applications of statistics to economics
62F10 Point estimation
65C10 Random number generation in numerical analysis
65C05 Monte Carlo methods
62H30 Classification and discrimination; cluster analysis (statistical aspects)
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References:

[1] Amemiya, T.; Sen, G., The consistency of the maximum likelihood estimator in a disequilibrium model, (Institute for Mathematical Research in the Social Sciences Technical Report no. 238 (1977), Stanford University: Stanford University Stanford, CA)
[2] Box, George E. P.; Muller, Mervin E., A note on the generation of normal deviates, Annals of Mathematical Statistics, 29, 610-611 (1958) · Zbl 0085.13720
[3] Eaton, Jonathan W.; Gersovitz, Mark, LDC participation in international financial markets: Debt and reserves, Journal of Development Economics, 7, 3-21 (1980)
[4] Goldfeld, Stephen M.; Quandt, Richard E.; Trotter, Hale F., Maximization by quadratic hill climbing, Econometrica, 34, 541-551 (1966) · Zbl 0145.40901
[5] Hartigan, John A., Clustering algorithms (1975), Wiley: Wiley New York · Zbl 0372.62040
[6] Hartley, M. J., On the calculation of the maximum likelihood estimator for a model of markets in disequilibrium, (Economic Research Group Discussion Paper no. 409 (1977), State University of New York: State University of New York Buffalo, NY)
[7] Hendry, David F.; Harrison, Robin W., Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares, Journal of Econometrics, 2, 151-174 (1974) · Zbl 0286.62078
[8] Maddala, G. S.; Nelson, Forrest D., Maximum likelihood methods for models of markets in disequilibrium, Econometrica, 42, 1013-1030 (1974) · Zbl 0295.62098
[9] Portes, R.; Winter, D., Disequilibrium estimates for consumption goods markets in centrally planned economies, (Harvard Institute of Economic Research Discussion Paper no. 612 (1978), Harvard University: Harvard University Cambridge, MA)
[10] Quandt, Richard E., Maximum likelihood estimation of disequilibrium models, (Econometric Research Program Paper (1977), Princeton University: Princeton University Princeton, NJ) · Zbl 0491.62098
[11] Rosen, H. S.; Quandt, R. E., Estimation of a disequilibrium aggregate labor market, Review of Economics and Statistics, 60, 371-379 (1978)
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