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Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon; Ullah, Aman - 1987
Persistent link: https://www.econbiz.de/10000887762
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Three essays in dynamic macroeconomics
Levy, Daniel C. - 1990
Persistent link: https://www.econbiz.de/10000863257
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Dynamic policy simulation of linear models with rational expectations of future events : a computer package
Markink, A. J.; Ploeg, Frederick van der - 1989
Persistent link: https://www.econbiz.de/10000782861
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Full information estimation and stochastic simulation of models with rational expectations
Fair, Ray C. - In: Journal of applied econometrics 5 (1990) 4, pp. 381-392
Persistent link: https://www.econbiz.de/10001099936
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Two-step and related estimators in contemporary rational-expectations models : an analysis of small-sample properties
Hoffman, Dennis L. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10001100524
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Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
Fair, Ray C.; Taylor, John B. - 2021
expectations is described in this paper. The stochastic simulation of such models is also described. The methods discussed in this …
Persistent link: https://www.econbiz.de/10013238973
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How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?
Kortelainen, Mika; Paloviita, Maritta; Virén, Matti E. E. - In: Economic modelling 52 (2016), pp. 540-550
Persistent link: https://www.econbiz.de/10011642907
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Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
Fair, Ray C. - 1991
expectations is described in this paper. The stochastic simulation of such models is also described. The methods discussed in this …
Persistent link: https://www.econbiz.de/10012475137
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Full information estimation and stochastic simulation of models with rational expectations
Fair, Ray C. - 1989
Persistent link: https://www.econbiz.de/10013452096