Two-step two-stage least squares estimation in models with rational expectations (Q1838019)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-step two-stage least squares estimation in models with rational expectations |
scientific article |
Statements
Two-step two-stage least squares estimation in models with rational expectations (English)
0 references
1983
0 references
two-step two-stage least squares estimation
0 references
rational expectations
0 references
autocorrelated residuals
0 references
instrumental-variables estimators
0 references
rational- expectations macroeconomic model of United States
0 references
limited information estimators
0 references
error-in-variables-model
0 references
moving average process
0 references
