Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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Publication:3962395
DOI10.2307/1911873zbMath0497.62098OpenAlexW4248764197WikidataQ59664730 ScholiaQ59664730MaRDI QIDQ3962395
Kenneth J. Singleton, Lars Peter Hansen
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911873
consistencystochastic Euler equationsnonlinear rational expectations modelsdiscrete time optimizationgeneralized instrumental variables estimation
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