Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
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https://www.nber.org/papers/t0054
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资源简介：
This paper compares numerically the asymptotic distributions of parameter estimates and test statistics associated with two estimation techniques: (a)a limited information one, which uses instrumental variables to estimate a single equation (Hansen and Singleton (1982)), and (b)a full information
提供机构：
美国国家经济研究局
创建时间：
1986-02-01
