Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations
收藏NBER1983-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0011
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资源简介：
This paper introduces a limited-information two-step estimator for models with rational expectations and serially correlated disturbances. The estimator greatly extends the area of applicability of McCallum's (1976) instrumental variables approach to rational expectations models. Section I reviews
提供机构：
美国国家经济研究局
创建时间：
1983-07-01
