Examining bias in estimators of linear rational expectations models under misspecification (Q291126): Difference between revisions
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| Property / author: Eric Jondeau / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / zbMATH DE Number: 6589679 / rank | |||
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rational expectations model | |||
| Property / zbMATH Keywords: rational expectations model / rank | |||
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GMM estimator | |||
| Property / zbMATH Keywords: GMM estimator / rank | |||
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ML estimator | |||
| Property / zbMATH Keywords: ML estimator / rank | |||
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specification bias | |||
| Property / zbMATH Keywords: specification bias / rank | |||
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Revision as of 20:48, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Examining bias in estimators of linear rational expectations models under misspecification |
scientific article |
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Examining bias in estimators of linear rational expectations models under misspecification (English)
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6 June 2016
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rational expectations model
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GMM estimator
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ML estimator
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specification bias
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