Article ID Journal Published Year Pages File Type
9549258 Economics Letters 2005 5 Pages PDF
Abstract
Previously proposed semiparametric disequilibrium models do not allow endogenous prices and cannot accommodate panel data. Here, I demonstrate identification of a disequilibrium model under semiparametric assumptions that allow unknown sample separation, endogenous prices, and panel data with fixed or random effects.
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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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A semiparametric panel data model for markets in disequilibrium
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