Two-step two-stage least squares estimation in models with rational expectations (Q1838019)

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scientific article; zbMATH DE number 3802719
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Two-step two-stage least squares estimation in models with rational expectations
scientific article; zbMATH DE number 3802719

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    Two-step two-stage least squares estimation in models with rational expectations (English)
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    1983
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    two-step two-stage least squares estimation
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    rational expectations
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    autocorrelated residuals
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    instrumental-variables estimators
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    rational- expectations macroeconomic model of United States
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    limited information estimators
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    error-in-variables-model
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    moving average process
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