Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
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 |
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