"Simulated Minimum Distance Estimation of
a Model of Optimal Commodity Price Speculation with Endogenously Sampled Prices"
(with John Rust),
July 2003. [postscript
This is a substantially revised version of the "Econometric Methods
"Econometric Methods for Endogenously
Sampled Time Series: The Case of Commodity Price Speculation in the Steel
Market" (with John
Rust), revised July 2002. [postscript
"An Empirical Model of Inventory
Investment by Durable Commodity Intermediaries" (with John Rust) [postscript file][pdf file]Carnegie-Rochester Conference Series
on Public Policy, Vol. 52, No. 1, June 2000, pp. 171-214.