Title of article :
Partial equilibrium analysis in a noisy chaotic market
Author/Authors :
Cars Hommes، نويسنده , , Arno van Eekelen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
In a later paper, Diewert proposed an alternative definition of productivity also based on distance functions, which he attributed to Hicks and Moorsteen. In this letter we provide necessary and sufficient conditions for the Malmquist productivity index to equal the Hicks-Moorsteen index.
Keywords :
Partial analysis , Autocorrelations , noise , Chaotic market
Journal title :
Economics Letters
Journal title :
Economics Letters