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The Efficient Estimation of Econometric Models with Rational Expectations

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Author Info
Wickens, Michael R

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Article provided by Blackwell Publishing in its journal Review of Economic Studies.

Volume (Year): 49 (1982)
Issue (Month): 1 (January)
Pages: 55-67
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Handle: RePEc:bla:restud:v:49:y:1982:i:1:p:55-67

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  7. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation, Yale University. [Downloadable!]
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  9. M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers 493, UCLA Department of Economics. [Downloadable!]
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