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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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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