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Identification & consistent estimation of multi-variate linear models with rational expectations of current variables

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  • Broze, Laurence
  • Gourieroux Christian
  • Szafarz A

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  • Broze, Laurence & Gourieroux Christian & Szafarz A, 1986. "Identification & consistent estimation of multi-variate linear models with rational expectations of current variables," CEPREMAP Working Papers (Couverture Orange) 8617, CEPREMAP.
    • Handle: RePEc:cpm:cepmap:8617
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    File URL: http://www.cepremap.fr/depot/couv_orange/co8617.pdf
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    Cited by:

    1. Flôres Jr., Renato G. & Szafarz, Ariane, 1994. "Agents, Econometricians and the Identification of Rational Expectations Systems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 14(1), April.

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