Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations
暂无分享,去创建一个
[1] Takeshi Amemiya,et al. The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model , 1977 .
[2] E. J. Hannan,et al. Central limit theorems for time series regression , 1973 .
[3] H. White. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity , 1980 .
[4] John B. Taylor. ESTIMATION AND CONTROL OF A MACROECONOMIC MODEL WITH RATIONAL EXPECTATIONS , 1979 .
[5] C. Sims,et al. NEARLY EFFICIENT ESTIMATION OF TIME SERIES MODELS WITH PREDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS , 1983 .
[6] T. Sargent,et al. FORMULATING AND ESTIMATING DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS , 1980 .
[7] Chris Chatfield,et al. Introduction to Statistical Time Series. , 1976 .
[8] Albert Madansky,et al. ON THE EFFICIENCY OF THREE-STAGE LEAST-SQUARES ESTIMATION , 1964 .
[9] N. S. Revankar,et al. Analysis of Regressions Containing Serially Correlated and Serially Uncorrelated Error Components , 1980 .
[10] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[11] T. Sargent,et al. Instrumental variables procedures for estimating linear rational expectations models , 1981 .
[12] Takeshi Amemiya,et al. The nonlinear two-stage least-squares estimator , 1974 .
[13] Kenneth F. Wallis,et al. Econometric Implications of the Rational Expectations Hypothesis , 1980 .
[14] Craig F. Ansley,et al. On the structure of moving average processes , 1977 .
[15] M. Wickens,et al. The Efficient Estimation of Econometric Models with Rational Expectations , 1982 .
[16] L. Hansen. Large Sample Properties of Generalized Method of Moments Estimators , 1982 .
[17] Ray C. Fair,et al. The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors , 1970 .
[18] H. White. Maximum Likelihood Estimation of Misspecified Models , 1982 .
[19] L. Hansen,et al. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.
[20] John Kennan,et al. The Estimation of Partial Adjustment Models with Rational Expectations , 1979 .
[21] P. Dhrymes. Econometrics : statistical foundations and applications , 1971 .
[22] J. Hausman. Specification tests in econometrics , 1978 .
[23] H. White,et al. Instrumental Variables Regression with Independent Observations , 1982 .
[24] H. Theil,et al. Economic Forecasts and Policy. , 1959 .
[25] K. Berk. Consistent Autoregressive Spectral Estimates , 1974 .
[26] Robert P. Flood,et al. A pitfall in estimation of models with rational expectations , 1980 .
[27] Dynamic factor demand schedules for labor and capital under rational expectations , 1980 .
[28] L. Hansen,et al. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models , 1982 .
[29] Shlomo Maital,et al. What Do Economists Know? An Empirical Study of Experts' Expectations , 1981 .
[30] C. Sims. MACROECONOMICS AND REALITY , 1977 .
[31] B. Mccallum. Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates , 1976 .