An Exact Transformation Matrix for Use with Rational Expectations Models with MA(1) Composite Disturbances.
This paper introduces an exact transformation matrix useful for estimating single equations from a rational expectations simultaneous model with MA(1) composite disturbances by means of instrumental variables techniques. An illustrative example is provided. Copyright 1990 by Blackwell Publishing Ltd
Year of publication: |
1990
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Authors: | Power, Simon |
Published in: |
Oxford Bulletin of Economics and Statistics. - Department of Economics, ISSN 0305-9049. - Vol. 52.1990, 1, p. 89-94
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Publisher: |
Department of Economics |
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