Another look at the identification of current rational-expectations models

DOI10.1016/0304-4076(91)90105-MzbMath0721.62113OpenAlexW2031549495MaRDI QIDQ2641059

Janne Rayner

Publication date: 1991

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(91)90105-m

zbMATH Keywords

identificationrational expectations modelssurprise models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Statistical inference in non-nested econometric models
• Identification, information and instruments in linear econometric models with rational expectations
• Identification of rational expectations models
• Comment to the editor
• Identifiability criteria for Muth-rational expectations models
• Identification in Parametric Models

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