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

Alexander Michaelides and Serena Ng

Journal of Econometrics, 2000, vol. 96, issue 2, 231-266

Date: 2000
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Working Paper: Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (2000)
Working Paper: Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:96:y:2000:i:2:p:231-266

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