Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
收藏NBER2002-08-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0278
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资源简介：
This paper studies the econometric problems associated with estimation of a stochastic process that is endogenously sampled. Our interest is to infer the law of motion of a discrete-time stochastic process {pt} that is observed only at a subset of times {t1,..., tn} that depend on the outcome of a
提供机构：
美国国家经济研究局
创建时间：
2002-08-01
