Identification of rational expectations models
type: Item
instance of: scholarly article
title: Identification of rational expectations models
zbMATH Open document ID: 0488.62100
DOI: 10.1016/0304-4076(81)90036-1
published in: Journal of Econometrics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3768852
zbMATH Keywords: identification of simultaneous rational expectations models
zbMATH Keywords: general distributed lag models
author: M. Hashem Pesaran
MaRDI profile type: Publication
full work available at URL: 0304-4076(81)90036-1
OpenAlex ID: W2103198332
cites work: Q5822308
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cites work: Q5801713
cites work: Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure
cites work: Rational Expectations and the Estimation of Econometric Models
cites work: Testing of the Rational Expectations Hypothesis
cites work: Identification in Parametric Models
cites work: Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations
cites work: Empirical Evidence on the Formation of Price Expectations
cites work: Econometric Implications of the Rational Expectations Hypothesis
description: scientific article; zbMATH DE number 3768852