Limited-Dependent Rational Expectations Models with Stochastic Thresholds
No abstract is available for this item.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Pesaran, M. Hashem & Samiei, Hossein, 1992.
"Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone,"
Journal of Econometrics,
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.
- 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.
- Williams,Jeffrey C. & Wright,Brian D., 2005.
"Storage and Commodity Markets,"
Cambridge University Press, number 9780521023399, June.
- 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.
- Lee, Lung-fei, 1994.
"Rational expectations in limited dependent variable models,"
Elsevier, vol. 46(2), pages 97-104, October.
- Lee, L.F., 1993. "Rational Expectations in Limited Dependent Variable Models," Papers 93-20, Michigan - Center for Research on Economic & Social Theory.
- 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:cam:camdae:9318. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jake Dyer)
If references are entirely missing, you can add them using this form.