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My bibliography Save this paperMaximum likelihood estimation of econometric models with rational expectations of current endogenous variables
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- Meijdam, A.C. & Plasmans, J.E.J., 1986. "Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables," Other publications TiSEM c54e24f3-d734-4a30-97e4-9, Tilburg University, School of Economics and Management.
References listed on IDEAS
- Hausman, Jerry A, 1975. "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, Econometric Society, vol. 43(4), pages 727-738, July.
- M. R. Wickens, 1982. "The Efficient Estimation of Econometric Models with Rational Expectations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(1), pages 55-67.
- Wallis, Kenneth F, 1980. "Econometric Implications of the Rational Expectations Hypothesis," Econometrica, Econometric Society, vol. 48(1), pages 49-73, January.
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