Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
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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
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美国国家经济研究局创建时间：
1986-02-01
