SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
14 references·3 citing·37 second hop
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons (1986)Full Versus Limited Information Estimatio…A Specification Test for Speculative Bubbles (1987)A Specification Test for Spec…A Variance Bounds Test of the Linear Quardractic Inventory Model (1985)A Variance Bounds Test of the…Rational Expectations and Econometric Practice (1984)Rational Expectations and Eco…SOLUTION AND MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL EXPECTATIONS MODELS (1983)SOLUTION AND MAXIMUM LIKELIHO…Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (1983)Nearly Efficient Estimation o…The Production and Inventory Behavior of the American Automobile Industry (1982)The Production and Inventory …Sticky Prices in the United States (1982)Sticky Prices in the United S…Instrumental variables procedures for estimating linear rational expectations models (1982)Instrumental variables proced…What Is Left of the Multiplier Accelerator (1981)What Is Left of the Multiplie…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Econometric Implications of the Rational Expectations Hypothesis (1980)Econometric Implications of t…Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Estimation of Dynamic Labor D…Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates (1976)Rational Expectations and the…Analysis and control of dynamic economic systems (1975)Analysis and control of dynam…THE INTERTEMPORAL DIMENSION OF NEOCLASSICAL PRODUCTION THEORY (1996)THE INTERTEMPORAL DIMENSION O…Estimation and inference in the linear-quadratic inventory model (1994)Estimation and inference in t…Full-versus limited-information estimation of a rational-expectations model (1986)Full-versus limited-informati…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data (1999)Panel Data Econometrics (2003)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)Rational Expectations and the Theory of Price Movements (1961)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)INNOVATION, TECHNOLOGICAL OPPORTUNITY, AND MARKET STRUCTURE (1990)Interactions-Based Models (2000)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Time Series Analysis Forecasting and Control. (1971)Econometric policy evaluation: A critique (1976)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary Theory and Policy (1999)Monetary Policy According to HANK (2018)Investment Under Uncertainty (1971)Energy, the Stock Market, and the Putty-Clay Investment Model (2003)Population aging and future carbon emissions in the United States (2006)Collateral constraints and macroeconomic asymmetries (2017)Dynamic optimal taxation, rational expectations and optimal control (1980)Effect Analysis and Causation in Linear Structural Equation Models (1990)Production, Growth and Business Cycles: Technical Appendix (2002)On Testing for Speculative Bubbles (1990)Presidents and the Prospective Voter (1996)Incentive mechanisms, fairness and participation in online group-buying auctions (2008)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)The Formation of Expectations, Inflation, and the Phillips Curve (2018)Explaining the Variance of Price–Dividend Ratios (1992)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Nonconvex Costs and the Behavior of Inventories (1991)THE RESURGENCE OF INVENTORY RESEARCH: WHAT HAVE WE LEARNED? (1991)The cyclical behavior of optimal bank capital (2003)
this work references cited by second hop

References

  • 1982Sticky Prices in the United States1,917 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1975Analysis and control of dynamic economic systems792 cited
  • 1978Estimation of Dynamic Labor Demand Schedules under Rational Expectations604 cited
  • 1987A Specification Test for Speculative Bubbles468 cited
  • 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited
  • 1984Rational Expectations and Econometric Practice394 cited
  • 1983SOLUTION AND MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL EXPECTATIONS MODELS350 cited
  • 1982The Production and Inventory Behavior of the American Automobile Industry263 cited
  • 1983Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments208 cited
  • 1985A Variance Bounds Test of the Linear Quardractic Inventory Model129 cited
  • 1982Instrumental variables procedures for estimating linear rational expectations models107 cited
  • 1981What Is Left of the Multiplier Accelerator61 cited

Cited by

  • 1994

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Estimation and inference in the linear-quadratic inventory model
20 cited
  • 1996THE INTERTEMPORAL DIMENSION OF NEOCLASSICAL PRODUCTION THEORY18 cited
  • 1986Full-versus limited-information estimation of a rational-expectations model13 cited