Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations (Q5203541)
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scientific article; zbMATH DE number 4197227
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| English | Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations |
scientific article; zbMATH DE number 4197227 |
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Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations (English)
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1991
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generalized least squares estimation
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linear rational expectation models
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choice of approximations for unobserved expectations
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future expectations
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relative efficiency
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0.8819126
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0.8758621
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0.8736118
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0.8705481
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0.8701018
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0.8699149
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