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Bibframe Work

Title
Rational expectations models and the aliasing phenomenon
Type
Text
Monograph
Language
English
Classification
LCC: HB1
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Supplementary Content
bibliography
Content
text
Summary
"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.
Authorized Access Point
Hansen, Lars Peter Rational expectations models and the aliasing phenomenon