Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations

DOI10.2307/2526881MaRDI QIDQ5203541zbMATH OpenOpenAlexFDO

Authors Franz C. Palm, Theo Nijman

Publication date 1991

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/ws/files/1148650/TNFP5620397.pdf

zbMATH Keywords

generalized least squares estimationrelative efficiencylinear rational expectation modelsfuture expectationschoice of approximations for unobserved expectations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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