Pages that link to "Item:Q1838019"
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The following pages link to Two-step two-stage least squares estimation in models with rational expectations (Q1838019):
Displaying 9 items.
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- On estimation and testing when explanatory variables are partly endogenous (Q1318980) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- The identification of liquidity effects in the EMS: Italy 1991-1992 (Q2563569) (← links)
- Estimating Expected Exchange Rates Under Target Zone Regimes (Q4216099) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
- Econometric tests of rationality and market efficiency (Q5750316) (← links)
