Open AccessTwo-Step Two-Stage Least Squares Estimation in Models with Rational Expectations
Author(s) -
Maurice Obstfeld,
Robert E. Cumby,
John Huizinga
Publication year - 1983
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0011
Subject(s) - rational expectations , econometrics , estimation , mathematics , stage (stratigraphy) , statistics , least squares function approximation , economics , biology , paleontology , management , estimator