Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Alexander G. Michaelides ; Serena Ng
| Year of publication: |
2000
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|---|---|
| Authors: | Michaelides, Alexander G. ; Ng, Serena |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 96.2000, 2, p. 231-266
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| Subject: | Simulation | Rationale Erwartung | Rational expectations | Monte-Carlo-Simulation | Monte Carlo simulation | Lagerhaltungsmodell | Inventory model | Rohstoffpreis | Commodity price | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001468767