Rational expectations models and the aliasing phenomenon
Edición de la obra Rational expectations models and the aliasing phenomenon
| Autor | Lars Peter Hansen |
|---|---|
| Editorial | Federal Reserve Bank of Minneapolis |
| Fecha de publicación | 1980 |
| Lugar | Minneapolis, Minn.] |
| Idioma | inglés |
| Formato | [electronic resource] / |
| LCCN | 2007702527 |
| Serie | Staff report -- #60 · Staff report (Federal Reserve Bank of Minneapolis. Research Department : Online) -- 60. |
| Número de Cutter | H249r |
"This paper shows how the cross-equation restrictions delivered by the hypothesis of rational expectations can serve to solve the aliasing identification problem. It is shown how the rational expectations restrictions uniquely identify the parameters of a continuous time model from statistics of discrete time models"--Federal Reserve Bank of Minneapolis web site.