Limited-dependent rational expectations models with stochastic thresholds

Limited-dependent and qualitative variables in econometrics

1983 • 13,615 citations

Storage and Commodity Markets.

1992 • 714 citations

Storage and Commodity Markets

1991 • 413 citations

Disequilibrium, self-selection, and switching models

1980 • 155 citations

Modeling Expectations of Bounded Prices: An Application to the Market for Corn

1985 • 69 citations

Stabilizing Speculative Commodity Markets.

1988 • 65 citations

Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone

1992 • 36 citations

Methods of estimation for models of markets with bounded price variation under rational expectations

1983 • 20 citations

A note on the estimation of limited dependent variable models under rational expectations

1992 • 17 citations

Rational expectations in limited dependent variable models

1994 • 11 citations

Limited-Dependent Rational Expectations Models with Stochastic Thresholds

1993 • 2 citations

Limited-Dependent Rational Expectations Models With Jumps

1996 • 2 citations