Rational Expectations in Dynamic Linear Models: Analysis of the Solutions

DOI10.2307/1912635zbMath0474.90031OpenAlexW2042202814MaRDI QIDQ3929363

Christian Gouriéroux, Jean-Jacques Laffont, Alain Monfort

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912635

zbMATH Keywords

rational expectationsselection criteriaset of all solutionsdynamic linear econometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

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