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Two-step two-stage least squares estimation in models with rational expectations
8 references·16 citing·43 second hop
Two-step two-stage least squares estimation in models with rational expectations (1983)Two-step two-stage least squares estimati…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Macroeconomics and Reality (1980)Macroeconomics and RealityForward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…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 and Control of a Macroeconomic Model with Rational Expectations (1979)Estimation and Control of a M…Specification Tests in Econometrics (1978)Specification Tests in Econom…Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates (1976)Rational Expectations and the…Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries (2020)Effect of urbanization and in…Renewable energy, economic growth, human capital, and CO2 emission: an empirical analysis (2019)Renewable energy, economic gr…Renewable energy consumption, economic growth and human development index in Pakistan: Evidence form simultaneous equation model (2018)Renewable energy consumption,…Moderating and mediating role of renewable energy consumption, FDI inflows, and economic growth on carbon dioxide emissions: evidence from robust least square estimator (2018)Moderating and mediating role…Investigating the validity of the environmental Kuznets curve hypothesis in Cambodia (2015)Investigating the validity of…Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (2007)Beliefs, Doubts and Learning:…The quality of market volatility forecasts implied by S&P 100 index option prices (1998)The quality of market volatil…Consumption, real exchange rates and the structure of international asset markets (1995)Consumption, real exchange ra…Government Spending and Private Consumption: Some International Evidence (1994)Government Spending and Priva…Intrinsic Bubbles: The Case of Stock Prices (1989)Intrinsic Bubbles: The Case o…Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)Consistent Covariance Matrix …Housing Investment in the United States (1988)Housing Investment in the Uni…Interest rates and risk premia in the stock market and in the foreign exchange market (1987)Interest rates and risk premi…Monetary policy regime shifts and the unusual behavior of real interest rates (1986)Monetary policy regime shifts…An investigation of risk and return in forward foreign exchange (1984)An investigation of risk and …Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (1983)Nearly Efficient Estimation o…The Pricing of Options and Corporate Liabilities 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this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1979Estimation and Control of a Macroeconomic Model with Rational Expectations628 cited
  • 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited

Cited by

  • 1989Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data621 cited
  • 1988Housing Investment in the United States500 cited
  • 1998The quality of market volatility forecasts implied by S&P 100 index option prices476 cited
  • 2020Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries414 cited
  • 2015Investigating the validity of the environmental Kuznets curve hypothesis in Cambodia397 cited
  • 1989Intrinsic Bubbles: The Case of Stock Prices388 cited

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

  • 1984An investigation of risk and return in forward foreign exchange322 cited
  • 2018Renewable energy consumption, economic growth and human development index in Pakistan: Evidence form simultaneous equation model288 cited
  • 2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk263 cited
  • 2019Renewable energy, economic growth, human capital, and CO2 emission: an empirical analysis252 cited
  • 2018Moderating and mediating role of renewable energy consumption, FDI inflows, and economic growth on carbon dioxide emissions: evidence from robust least square estimator234 cited
  • 1994Government Spending and Private Consumption: Some International Evidence216 cited
  • 1983Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments208 cited
  • 1995Consumption, real exchange rates and the structure of international asset markets205 cited
  • 1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited
  • 1987Interest rates and risk premia in the stock market and in the foreign exchange market186 cited