Pages that link to "Item:Q1166232"
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The following pages link to Identification of rational expectations models (Q1166232):
Displayed 17 items.
- News shocks or parametric indeterminacy? an observational equivalence result in linear rational expectations models (Q435790) (← links)
- Present value models with feedback (Q671895) (← links)
- Limited-dependent rational expectations models with future expectations (Q672671) (← links)
- Tests of non-nested linear regression models subject to linear restrictions (Q900165) (← links)
- Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
- A ``nearly ideal'' solution to linear time-varying rational expectations models (Q967223) (← links)
- The structure of ARMA solutions to a general linear model with rational expectations (Q1098538) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Identification, information and instruments in linear econometric models with rational expectations (Q1118317) (← links)
- Present value models with feedback. Solutions, stability, bubbles, and some empirical evidence (Q1342432) (← links)
- The use of non-normal distributions in quantifying qualitative survey data on expectations. (Q1603871) (← links)
- Comment to the editor (Q1836960) (← links)
- Identifiability criteria for Muth-rational expectations models (Q1838016) (← links)
- The role of theory in econometrics (Q1893399) (← links)
- Cagan type rational expectation model on complex discrete time domains (Q2514820) (← links)
- Another look at the identification of current rational-expectations models (Q2641059) (← links)
- Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)