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Examining bias in estimators of linear rational expectations models under misspecification - MaRDI portal

Examining bias in estimators of linear rational expectations models under misspecification (Q291126)

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scientific article; zbMATH DE number 6589679
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English
Examining bias in estimators of linear rational expectations models under misspecification
scientific article; zbMATH DE number 6589679

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    Examining bias in estimators of linear rational expectations models under misspecification (English)
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    6 June 2016
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    rational expectations model
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    GMM estimator
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    ML estimator
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    specification bias
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