Bibframe Work
TitleRational expectations models and the aliasing phenomenonTypeTextMonographClassificationLCC: HB1 Could not render: bf:statusSupplementary Contentbibliography 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 PointHansen, Lars Peter Rational expectations models and the aliasing phenomenon