1987
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.
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| doi.org/10.1016/0165-1765(87)90242-4 | |
| Economics Letters | |
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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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