Limited-dependent rational expectations models with future expectations
From MaRDI portal
Publication:672671
DOI10.1016/0165-1889(94)00832-3zbMath0900.90132MaRDI QIDQ672671
Hossein Samiei, M. Hashem Pesaran
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)00832-3
approximate solution; stochastic simulation; Rational expectations; Exchange rate target zones; Future expectations; Limited dependence
Related Items
Limited-dependent rational expectations models with future expectations, Estimation of dynamic and ARCH Tobit models, The role of theory in econometrics
Cites Work
- Limited-dependent rational expectations models with future expectations
- Identification of rational expectations models
- 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
- Rational expectations in limited dependent variable models
- Limited-dependent rational expectations models with stochastic thresholds
- On the Behaviour of Commodity Prices
- On the General Problem of Model Selection