Limited-dependent rational expectations models with future expectations

DOI10.1016/0165-1889(94)00832-3MaRDI QIDQ672671zbMATH OpenOpenAlexFDO

Authors M. Hashem Pesaran, Hossein Samiei

Publication date 28 February 1997

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(94)00832-3

zbMATH Keywords

approximate solutionstochastic simulationExchange rate target zonesFuture expectationsLimited dependenceRational expectations

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62)

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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
• Identification of rational expectations models
• Limited-dependent rational expectations models with future expectations
• Limited-dependent rational expectations models with stochastic thresholds
• On the Behaviour of Commodity Prices
• On the General Problem of Model Selection
• Rational expectations in limited dependent variable models

Cited in

(8)

• Limited-dependent rational expectations models with stochastic thresholds
• Time-varying rational expectations models
• A test of the future expectations model
• Limited-dependent rational expectations models with future expectations
• The role of theory in econometrics
• Rational expectations in limited dependent variable models
• A note on the estimation of limited dependent variable models under rational expectations
• Estimation of dynamic and ARCH Tobit models

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