Examining bias in estimators of linear rational expectations models under misspecification

DOI10.1016/j.jeconom.2007.11.004zbMath1418.62478OpenAlexW3121263535MaRDI QIDQ291126

Hervé Le Bihan, Eric Jondeau

Publication date: 6 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.11.004

zbMATH Keywords

ML estimatorGMM estimatorrational expectations modelspecification bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items

Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models

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