Limited-dependent rational expectations models with stochastic thresholds

DOI10.1016/0165-1765(96)00823-3MaRDI QIDQ2442557zbMATH OpenOpenAlexFDO

Authors M. Hashem Pesaran, Francisco J. Ruge-Murcia

Publication date 3 April 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(96)00823-3

zbMATH Keywords

credibilitynonlinear modelsstochastic bandswitching regressions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Recommendations

• Rational expectations in limited dependent variable models
• Limited-dependent rational expectations models with future expectations
• A note on the estimation of limited dependent variable models under rational expectations
• A limited dependent variable model under median rationality
• scientific article; zbMATH DE number 3876449

Cites work

• A note on the estimation of limited dependent variable models under rational expectations
• Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 3974144 (Why is no real title available?)
• Limited-dependent rational expectations models with stochastic thresholds
• Rational expectations in limited dependent variable models

Cited in

(6)

• A note on the estimation of limited dependent variable models under rational expectations
• Rational expectations in limited dependent variable models
• A limited dependent variable model under median rationality
• Limited-dependent rational expectations models with stochastic thresholds
• Time-varying (S, s) band models: properties and interpretation
• Limited-dependent rational expectations models with future expectations

This page was built for publication: Limited-dependent rational expectations models with stochastic thresholds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2442557)