The Efficient Estimation of Econometric Models with Rational Expectations

DOI10.2307/2297140zbMath0536.62098OpenAlexW2118943773MaRDI QIDQ3321310

Michael Wickens

Publication date: 1982

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297140

zbMATH Keywords

rational expectationsconsistent estimatescomputational advantagesefficient estimation of econometric modelserrors-in-variables approach

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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