A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator

DOI10.1016/0165-1765(88)90012-2MaRDI QIDQ902606zbMATH OpenOpenAlexFDO

Authors Kenneth G. Stewart

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(88)90012-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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• scientific article; zbMATH DE number 3850267

Cites work

• A method of moments interpretation of sequential estimators
• Econometric Implications of the Rational Expectations Hypothesis
• Econometric Issues in the Analysis of Regressions with Generated Regressors

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