Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone

DOI10.1016/0304-4076(92)90083-4zbMath0850.62903OpenAlexW2073421961MaRDI QIDQ1194027

Hossein Samiei, M. Hashem Pesaran

Publication date: 27 September 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.econ.ucla.edu/workingpapers/wp612.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (6)

Rational expectations in limited dependent variable models ⋮ A limited dependent variable model under median rationality ⋮ Limited-dependent rational expectations models with stochastic thresholds ⋮ Limited-dependent rational expectations models with future expectations ⋮ A tobit model with garch errors ⋮ Estimation of dynamic and ARCH Tobit models

Cites Work

• Unnamed Item
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• Two Stage and Related Estimators and Their Applications
• Sample Selection Bias as a Specification Error
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• Regression Analysis when the Dependent Variable Is Truncated Normal

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