Instrumental variables procedures for estimating linear rational expectations models
Edición de la obra Instrumental variables procedures for estimating linear rational expectations models
| Autor | Lars Peter Hansen |
|---|---|
| Editorial | Federal Reserve Bank of Minneapolis |
| Fecha de publicación | 1981 |
| Lugar | [Minneapolis, Minn.] |
| Idioma | inglés |
| Formato | Electronic resource |
| LCCN | 2007702537 |
| Serie | Federal Reserve Bank of Minneapolis, Research Department staff report -- 70 · Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 70. |
| Número de Cutter | H249i |
"This paper illustrates how to use instrumental variables procedures to estimate the parameters of a linear rational expectations model. These procedures are appropriate when disturbances are serially correlated and the instrumental variables are not exogenous"--Federal Reserve Bank of Minneapolis web site.