OBSERVABLE IMPLICATIONS OF MODELS WITH MULTIPLE EQUILIBRIA

[1] Chamberlain G., 1984, HDB ECONOMETRICS, V2

[2] AN EXPOSITORY NOTE ON INDIVIDUAL RISK WITHOUT AGGREGATE UNCERTAINTY [J]. JOURNAL OF ECONOMIC THEORY, 1985, 35 (01) : 26 - 32

[3] Goldfeld Stephen M, 1975, J ECONOMETRICS, V3, P325

[4] KENDALL MG, 1961, ADV THEORY STATISTIC, V2

[5] CONSISTENCY OF THE MAXIMUM-LIKELIHOOD ESTIMATOR IN THE PRESENCE OF INFINITELY MANY INCIDENTAL PARAMETERS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (04): : 887 - 906

[6] THE IDENTIFICATION OF STRUCTURAL CHARACTERISTICS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (02): : 165 - 181

[7] NEW APPROACH TO ESTIMATING SWITCHING REGRESSIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (33) : 306 - &

[8] WALD A, 1950, STATISTICAL INFERENC

[9] [No title captured]

[1] Chamberlain G., 1984, HDB ECONOMETRICS, V2

[2] AN EXPOSITORY NOTE ON INDIVIDUAL RISK WITHOUT AGGREGATE UNCERTAINTY [J]. JOURNAL OF ECONOMIC THEORY, 1985, 35 (01) : 26 - 32

[3] Goldfeld Stephen M, 1975, J ECONOMETRICS, V3, P325

[4] KENDALL MG, 1961, ADV THEORY STATISTIC, V2

[5] CONSISTENCY OF THE MAXIMUM-LIKELIHOOD ESTIMATOR IN THE PRESENCE OF INFINITELY MANY INCIDENTAL PARAMETERS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (04): : 887 - 906

[6] THE IDENTIFICATION OF STRUCTURAL CHARACTERISTICS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (02): : 165 - 181

[7] NEW APPROACH TO ESTIMATING SWITCHING REGRESSIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (33) : 306 - &

[8] WALD A, 1950, STATISTICAL INFERENC

[9] [No title captured]