A limited dependent variable model under median rationality

Economics Letters

Volumn 54, Issue 3, 1997, Pages 221-225

  Lee, Myoung Jae ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Censored variable; Median; Rational expectation; Semiparametrics

Indexed keywords

EID: 0031286469     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(97)00033-5     Document Type: Article

References (9)

1. Chanda, A.K., Maddala, G.S., 1983. Methods of estimation for models of markets with bounded price variation under rational expectation. Economics Letters 13, 181-184; Erratum in Economics Letters 15, 1984, 195-196. Please supply reference.
2. Chanda, A.K., Maddala, G.S., 1983. Methods of estimation for models of markets with bounded price variation under rational expectation. Economics Letters 13, 181-184; Erratum in Economics Letters 15, 1984, 195-196. Please supply reference.
3. Donald, S.G., Maddala, G.S., 1992. A note on the estimation of limited dependent variable models under rational expectations. Economics Letters 38, 17-23.
4. Holt, M.T., Johnson, S.R., 1989. Bounded price variation and rational expectations in an endogenous switching model of the U.S. corn market. Review of Economics and Statistics 71, 605-613.
5. Lee, M.J., 1996. Methods of moments and semiparametric econometrics for limited dependent variable models. Springer-Verlag.
6. Maddala, G.S., 1993. Estimation of limited dependent variable models under rational expectations. In: Maddala, G.S., Rao, C.R., Vinod, H.D. (Eds.), Handbook of Statistics 11. Elsevier Science Publishers.
7. Pesaran, M.H., Samiei, H., 1992. Estimating limited dependent rational expectation models with an application to exchange rate determination in a target zone. Journal of Econometrics 53, 141-163.
8. Pollard, D., 1984. Convergence of stochastic processes. Springer.
9. Shonkwiler, J.S., Maddala, G.S., 1985. Modeling expectations of bounded prices: An application to the market for corn. Review of Economics and Statistics 67, 634-641.