Business cycle modeling without pretending to have too much a priori economic theory
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- Tom Doan, "undated". "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
References listed on IDEAS
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- Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-282, June.
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- K. Jöreskog, 1967. "Some contributions to maximum likelihood factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 32(4), pages 443-482, December.
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