Pages that link to "Item:Q3321310"
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The following pages link to The Efficient Estimation of Econometric Models with Rational Expectations (Q3321310):
Displaying 29 items.
- A method of moments interpretation of sequential estimators (Q374908) (← links)
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
- Mitigation of the Lucas critique with stochastic control methods (Q951408) (← links)
- Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference (Q967261) (← links)
- Pooling forecasts in linear rational expectations models (Q1032683) (← links)
- Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons (Q1082770) (← links)
- Identification, information and instruments in linear econometric models with rational expectations (Q1118317) (← links)
- Testing the restrictions implied by the rational expectations hypothesis (Q1147483) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- Comparing different data descriptors in indirect inference tests on DSGE models (Q1670188) (← links)
- Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
- Circumstances in which different criteria of estimation can be applied to estimate policy effects (Q1918152) (← links)
- Supply-side policy and economic growth: a case study of the UK (Q2179738) (← links)
- What causes banking crises? An empirical investigation for the world economy (Q2416027) (← links)
- Banking and the macroeconomy in China: a banking crisis deferred? (Q2416057) (← links)
- Revisiting the Great Moderation : policy or luck? (Q2416113) (← links)
- Testing macro models by indirect inference: a survey for users (Q2416169) (← links)
- Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem (Q2640304) (← links)
- Rational Expectations Equilibrium with Econometric Models (Q3683833) (← links)
- Parameter estimation of macroeconomic systems under rational expectations (Q3760413) (← links)
- Optimal error predictors for economic models (Q3787334) (← links)
- Expectations, learning and empirical macroeconomic models (Q4304471) (← links)
- (Q4464835) (← links)
- On a Graphical Technique for Evaluating Some Rational Expectations Models (Q4928537) (← links)
- Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations (Q5203541) (← links)
- (Q5472204) (← links)
- Exclusion restrictions in instrumental variables equations (Q5750313) (← links)
- Econometric tests of rationality and market efficiency (Q5750316) (← links)
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (Q5958790) (← links)