Limited-dependent rational expectations models with stochastic thresholds
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- M. Hashem Pesaran & Francisco J. Ruge-Murcia, 1996. "Limited-dependent rational expectations models with jumps," Discussion Paper / Institute for Empirical Macroeconomics 111, Federal Reserve Bank of Minneapolis.
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- Pesaran, M. Hashem & Samiei, Hossein, 1992.
"Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone,"
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Elsevier, vol. 53(1-3), pages 141-163.
- M. Hashem Pesaran & Hossein Samiei, 1991. "Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone," UCLA Economics Working Papers 612, UCLA Department of Economics.
- Hashem Pesaran, M. & Ruge-Murcia, Francisco J., 1996.
"Limited-dependent rational expectations models with stochastic thresholds,"
Elsevier, vol. 51(3), pages 267-276, June.
- Pesaran, M.H. & Murcia, F.J., 1993. "Limited-Dependent Rational Expectations Models with Stochastic Thresholds," Cambridge Working Papers in Economics 9318, Faculty of Economics, University of Cambridge.
- Donald, Stephen G. & Maddala, G. S., 1992. "A note on the estimation of limited dependent variable models under rational expectations," Economics Letters, Elsevier, vol. 38(1), pages 17-23, January.
- Maddala, G.S., 1986. "Disequilibrium, self-selection, and switching models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 28, pages 1633-1688 Elsevier.
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