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Bibframe Work

Title
Instrumental variables procedures for estimating linear rational expectations models
Type
Text
Monograph
Contribution
Hansen, Lars Peter (author)
Sargent, Thomas J. (contributor)
Subject
Rational expectations (Economic theory)--Mathematical models (LCSH)
Language
English (eng)
Classification
LCC: HB1 (Assigner: dlc) (Status: used by assigner)
Supplementary Content
bibliography (bibliography)
Content
text (txt)
Summary
"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.
Table Of Contents
Government Publication Type
federal or national
Authorized Access Point
Hansen, Lars Peter. Instrumental variables procedures for estimating linear rational expectations models
Admin Metadata
Status: new
Date: 2007-10-19
Admin Metadata
Status: changed
Date: 2013-06-03T11:27:18
Admin Metadata
Status: changed
Date: 2025-08-15T21:44:57.681096-04:00
Admin Metadata
Encoding Level: minimal
Description Conventions: Anglo-American cataloguing rules
Identified By: bf:Local, 15051529
Note: 040 $aDLC$cDLC
Non-rendered Predicates: bflc:marcKey bflc:marcKey bflc:marcKey bflc:marcKey

Series
Federal Reserve Bank of Minneapolis, Research Department staff report 70
Staff report (Federal Reserve Bank of Minneapolis. Research Department : Online) 70.