Pages that link to "Item:Q3321310"

The following pages link to The Efficient Estimation of Econometric Models with Rational Expectations (Q3321310):

Displaying 16 items.

• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
• Mitigation of the Lucas critique with stochastic control methods (Q951408) (← links)
• Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference (Q967261) (← links)
• Identification, information and instruments in linear econometric models with rational expectations (Q1118317) (← links)
• Testing the restrictions implied by the rational expectations hypothesis (Q1147483) (← links)
• Comparing different data descriptors in indirect inference tests on DSGE models (Q1670188) (← links)
• Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
• Supply-side policy and economic growth: a case study of the UK (Q2179738) (← links)
• What causes banking crises? An empirical investigation for the world economy (Q2416027) (← links)
• Banking and the macroeconomy in China: a banking crisis deferred? (Q2416057) (← links)
• Revisiting the Great Moderation : policy or luck? (Q2416113) (← links)
• Testing macro models by indirect inference: a survey for users (Q2416169) (← links)
• Expectations, learning and empirical macroeconomic models (Q4304471) (← links)
• Exclusion restrictions in instrumental variables equations (Q5750313) (← links)
• Econometric tests of rationality and market efficiency (Q5750316) (← links)
• A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (Q5958790) (← links)