1987-01-01
An improved single equation estimation procedure for rational expectations models
Publication
Publication
Economics Letters
,
Volume 24
-
Issue 2
p. 151-
155
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.
| Additional Metadata | |
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| Persistent URL | dx.doi.org/10.1016/0165-1765(87)90242-4 |
| Journal | Economics Letters |
| Citation |
Power, S. (1987). An improved single equation estimation procedure for rational expectations models. Economics Letters, 24(2), 151–155. doi:10.1016/0165-1765(87)90242-4
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