Estimation in linear rational expectations models : a comparison of the finite sample properties of the IV, GMM, and FIML estimators
by John E. Rogers
| Year of publication: |
1988
|
|---|---|
| Authors: | Rogers, John E. |
| Subject: | Rationale Erwartung | Rational expectations | Wirtschaftsmodell | Economic model | Simulation | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | VIII, 494 S |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Chapel Hill. NC, Univ. of North Carolina, Diss., 1988 |
| Notes: | Kopie IV = Instrumental variables. GMM = Generalized methods of moments. FIML = Full-information maximum likelihood |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000786813