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dc.contributor.authorMolinas Sans, César
dc.date.accessioned2008-03-07T09:07:57Z
dc.date.available2008-03-07T09:07:57Z
dc.date.issued1983-09
dc.identifier.issn0210-8054 (versió paper)
dc.identifier.urihttp://hdl.handle.net/2099/4514
dc.description.abstractLa estimación maxiverosímil de modelos econométricos de desequilibrio de lado corto presenta dificultades debido a la no acotación de la función de verosimilitud. En este artículo se describen brevemente dicho tipo de modelos y se propone un sencillo procedimiento, basado en el algoritmo E.M., para su estimación por máxima verosimilitud.
dc.description.abstractMaximum likelihood estimation of short side disequilibrium econometric models is difficult because of the non-boundedness of their likelihood function. In this paper the former models are introduced and we put forward a simple procedure, based on the E.M. algorithm, for their maximum likelihood estimation.
dc.format.extentp. 467-477
dc.language.isospa
dc.publisherUniversitat Politècnica de Barcelona. Centre de Càlcul
dc.relation.ispartofQüestiió. 1983, vol.7, núm.3
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.otherMathematical economics
dc.subject.otherMaximum likelihood
dc.subject.otherEstimation
dc.subject.otherEconometric models
dc.subject.otherShord side disequilibrium
dc.subject.otherE.M. Algorithm
dc.titleUn algoritmo para la estimación maximoverosímil de modelos econométricos de desequilibrio de lado corto
dc.title.alternativeAn algorithm for maximum likelihood estimation of short side desequilibrium econometric models
dc.typeArticle
dc.subject.lemacMatemàtica financera
dc.subject.amsClassificació AMS::91 Game theory, economics, social and behavioral sciences::91B Mathematical economics
dc.rights.accessOpen Access
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