|
|||||
|
|
An improved single equation estimation procedure for rational expectations models |
|
| Affiliation: | University of Regina, Regina, Sask., Canada S4S 0A2 |
| Abstract: | This paper introduces a new readily programmable single-equation errors in variables estimation procedure for rational expectations models. For the illustrative example provided, this new estimator outperforms the currently available estimators. |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ | |