Rational expectations in limited dependent variable models

DOI10.1016/0165-1765(94)90003-5zbMath0816.90015OpenAlexW2086094648MaRDI QIDQ1342673

Lung-fei Lee

Publication date: 12 January 1995

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

Full work available at URL: http://hdl.handle.net/2027.42/31276

zbMATH Keywords

existence and uniqueness of the rational expectations solutionone-limit and two-limit modelsrational expectations solutions

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (3)

Limited-dependent rational expectations models with stochastic thresholds ⋮ Limited-dependent rational expectations models with future expectations ⋮ A tobit model with garch errors

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• A note on the estimation of limited dependent variable models under rational expectations
• Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
• Methods of Estimation for Models of Markets with Bounded Price Variation
• On the General Problem of Model Selection
• Regression Analysis when the Dependent Variable Is Truncated Normal

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