A note on the estimation of limited dependent variable models under rational expectations

DOI10.1016/0165-1765(92)90155-RzbMath0745.62104OpenAlexW2089555517MaRDI QIDQ1193002

G. S. Maddala, Stephen G. Donald

Publication date: 27 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90155-r

zbMATH Keywords

iterative procedureuniqueness of solutionrational expectations modeldisequilibrium modelassumption of perfect foresightestimation of limited dependent variable modelsexpected price

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Rational expectations in limited dependent variable models ⋮ A limited dependent variable model under median rationality ⋮ Limited-dependent rational expectations models with stochastic thresholds ⋮ Limited-dependent rational expectations models with future expectations

Cites Work

• Methods of Estimation for Models of Markets with Bounded Price Variation
• Econometric Implications of the Rational Expectations Hypothesis
• Maximum Likelihood Methods for Models of Markets in Disequilibrium
• Unnamed Item

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