Rational expectations in limited dependent variable models

DOI10.1016/0165-1765(94)90003-5MaRDI QIDQ1342673zbMATH OpenOpenAlexFDO

Authors Lung-fei Lee

Publication date 12 January 1995

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/31276

zbMATH Keywords

existence and uniqueness of the rational expectations solutionone-limit and two-limit modelsrational expectations solutions

Mathematics Subject Classification ID

Utility theory (91B16)

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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
• Estimation of Relationships for Limited Dependent Variables
• Methods of Estimation for Models of Markets with Bounded Price Variation
• On the General Problem of Model Selection
• Regression Analysis when the Dependent Variable Is Truncated Normal

Cited in

(20)

• Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound?
• Coherence without rationality at the zero lower bound
• A note on the estimation of limited dependent variable models under rational expectations
• A tobit model with garch errors
• Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons
• scientific article; zbMATH DE number 3941216 (Why is no real title available?)
• On a Graphical Technique for Evaluating Some Rational Expectations Models
• A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION
• Rational Expectations Models and Bounded Memory
• Another look at the identification of current rational-expectations models
• The role of beliefs in inference for rational expectations models
• Limited-dependent rational expectations models with stochastic thresholds
• Rational error correction
• scientific article; zbMATH DE number 3913518 (Why is no real title available?)
• Invertible and non-invertible information sets in linear rational expectations models
• scientific article; zbMATH DE number 4167795 (Why is no real title available?)
• Small-sample inference in rational expectations models with persistent data
• Bounded price variation models with rational expectations and price risk
• Time-varying rational expectations models
• Limited-dependent rational expectations models with future expectations

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