Parameter estimation of macroeconomic systems under rational expectations (Q3760413)

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scientific article; zbMATH DE number 4010367
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    Parameter estimation of macroeconomic systems under rational expectations
    scientific article; zbMATH DE number 4010367

      Statements

      Parameter estimation of macroeconomic systems under rational expectations (English)
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      1987
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      parameter estimation
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      reduced-form
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      Monte-Carlo simulation
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      structural form estimator
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      adaptive estimator
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