MODELLING EXPECTATIONS: A REVIEW OF LIMITED INFORMATION ESTIMATION METHODS
作者:
Keith Cuthbertson,
期刊:
Bulletin of Economic Research
(WILEY Available online 1990)
卷期:
Volume 42,
issue 1
页码: 1-34
ISSN:0307-3378
年代: 1990
DOI:10.1111/j.1467-8586.1990.tb00289.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
ABSTRACTThe plethora of limited information estimation methods applied to expectations models are presented within a coherent framework based on standard econometric estimators. It is then possible to isolate those problems that arise solely because of the inclusion of expectations variables. The relationship between the economic solution of RE models and the appropriate choice of estimator is examined.
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