Lars Peter Hansen

Instrumental variables procedures for estimating linear rational expectations models

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Author

Lars Peter Hansen

Contributions

Sargent, Thomas J. - Contributor

Publication

1981 - Federal Reserve Bank of Minneapolis, Minneapolis, Minn., Minnesota

Language

English

Word Count

0 words, Guess

Page Count

0 pages

Physical Format

Electronic resource

Identifiers

Library of Congress Control Number2007702537
Open LibraryOL16412964M

Classifications

LCCHB1

Description

"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.

Subjects

Topics

Mathematical models Rational expectations (Economic theory)Rational expectations (Economic theory) -- Mathematical models

Series Statement

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

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