A pitfall in estimation of models with rational expectations
- 31 July 1980
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 6 (3), 433-435
- https://doi.org/10.1016/0304-3932(80)90051-3
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational ExpectationsThe Review of Economics and Statistics, 1977
- The Demand for Money during Hyperinflations under Rational Expectations: IInternational Economic Review, 1977
- The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated ErrorsEconometrica, 1970