2-STEP 2-STAGE LEAST-SQUARES ESTIMATION IN MODELS WITH RATIONAL-EXPECTATIONS

被引：151

作者：

CUMBY, RE

HUIZINGA, J

OBSTFELD, M

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

[2] COLUMBIA UNIV,NEW YORK,NY 10027

来源：

JOURNAL OF ECONOMETRICS | 1983年 / 21卷 / 03期

关键词：

D O I：

10.1016/0304-4076(83)90049-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：333 / 355

页数：23

共 39 条

[1] MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J].

AMEMIYA, T .

ECONOMETRICA, 1977, 45 (04) :955-968

[2]

Amemiya T., 1974, J EC, V2, P105

[3]

Ansley C., 1977, J ECONOMETRICS, V6, P121

[4]

Ansley C.F., 1979, P BUS EC SECT AM STA, P349

[5] CONSISTENT AUTOREGRESSIVE SPECTRAL ESTIMATES [J].

BERK, KN .

ANNALS OF STATISTICS, 1974, 2 (03) :489-502

[6]

BERNANKE B, 1977, ESTIMATION MACROECON

[7] WHAT DO ECONOMISTS KNOW - AN EMPIRICAL-STUDY OF EXPERTS EXPECTATIONS [J].

BROWN, BW ;

MAITAL, S .

ECONOMETRICA, 1981, 49 (02) :491-504

[8]

DHRYMES PJ, 1974, ECONOMETRICS STATIST

[9] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J].

ENGLE, RF .

ECONOMETRICA, 1982, 50 (04) :987-1007

[10] ESTIMATION OF SIMULTANEOUS EQUATION MODELS WITH LAGGED ENDOGENOUS VARIABLES AND FIRST ORDER SERIALLY CORRELATED ERRORS [J].

FAIR, RC .

ECONOMETRICA, 1970, 38 (03) :507-&

← 1 2 3 4 →