A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator

DOI10.1016/0165-1765(88)90012-2zbMath1328.62641OpenAlexW2067779965MaRDI QIDQ902606

Kenneth G. Stewart

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90012-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• A method of moments interpretation of sequential estimators
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Econometric Implications of the Rational Expectations Hypothesis

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