Identifiability criteria for Muth-rational expectations models
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference12 articles.
1. The theory of parametric identification;Bowden;Econometrica,1973
2. The identification problem for multiple equation systems with moving average errors;Hannan;Econometrica,1971
3. Rational expectations and the theory of price movements;Muth;Econometrica,1961
4. Estimation of economic relationships containing latent expectations variables;Muth,1981
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2. The Estimation of Rational Expectations Models: A Survey;Journal of Economic Studies;1991-03
3. Another look at the identification of current rational-expectations models;Journal of Econometrics;1991-02
4. Asymptotic and Small-Sample Properties of the Fixpoint-Estimator for Rational Expectations Models;Lecture Notes in Economics and Mathematical Systems;1991
5. Identification of Rational Expectations Models;The Econometric Analysis of Non-Uniqueness in Rational Expectations Models;1991
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