Examining bias in estimators of linear rational expectations models under misspecification (Q291126)
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scientific article; zbMATH DE number 6589679
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| English | Examining bias in estimators of linear rational expectations models under misspecification |
scientific article; zbMATH DE number 6589679 |
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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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0.7618272304534912
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0.7349731922149658
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0.7349730134010315
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0.7328352332115173
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