Stochastic-dynamic programming and disequilibrium maximum likelihood methods are combined to estimate a dynamic nonlinear rational expectations model of a market for a storable primary commodity. The estimation model captures the inherently nonlinear structure of private stockholding dynamics,...

Singh, J.P. and Konya, L. (2006) 'Cointegration and causality between Indian export, import, and GDP', Asia Pacific Journal of Economics and Business, Vol. 10, pp.20-35; studied the relationship between the Indian gross domestic product (GDP), exports and imports from 1950/1951 to 2003/2004. A...