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Generalized least squares estimation of linear models containing rational future expectations

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  • Nijman, T.E.

    (Tilburg University, School of Economics and Management)

  • Palm, F.C.

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  • Nijman, T.E. & Palm, F.C., 1991. "Generalized least squares estimation of linear models containing rational future expectations," Other publications TiSEM 84eea9d9-bc3c-4d75-97d5-3, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:84eea9d9-bc3c-4d75-97d5-312eace509f7
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    References listed on IDEAS

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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. van de Klundert, Theo C N J & van der Ploeg, Frederick, 1987. "Wage Rigidity and Capital Mobility in an Optimizing Model of a Small Open Economy," CEPR Discussion Papers 168, C.E.P.R. Discussion Papers.
    3. Marini, Giancarlo & van der Ploeg, Frederick, 1988. "Monetary and Fiscal Policy in an Optimising Model with Capital Accumulation and Finite Lives," Economic Journal, Royal Economic Society, vol. 98(392), pages 772-786, September.
    4. van der Ploeg, Frederick, 1988. "International policy coordination in interdependent monetary economies," Journal of International Economics, Elsevier, vol. 25(1-2), pages 1-23, August.
    5. Alogoskoufis,George & Portes,Richard & Papademos,Lucas (ed.), 1991. "External Constraints on Macroeconomic Policy," Cambridge Books, Cambridge University Press, number 9780521405270, January.
    6. Alessie, R.J.M., 1990. "Individual effects in utility consistent models of demand," Other publications TiSEM a2f9377b-9732-44b2-a873-b, Tilburg University, School of Economics and Management.
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    Citations

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    Cited by:

    1. van Wijnbergen, Sweder, 1992. "Trade Reform, Policy Uncertainty, and the Current Account: A Non-Expected-Utility Approach," American Economic Review, American Economic Association, vol. 82(3), pages 626-633, June.
    2. Kapteyn, A.J. & Kooreman, P. & van Soest, A.H.O., 1993. "Quantity rationing and concavity in a flexible household labor supply model," Other publications TiSEM c98ed5a2-bb25-4ebc-923f-7, Tilburg University, School of Economics and Management.
    3. Kapteyn, A.J. & Kooreman, P., 1993. "Household labor supply : What kind of data can tell us how many decision makers there are?," Other publications TiSEM 16fc8598-a1e8-4cca-8e6e-8, Tilburg University, School of Economics and Management.
    4. Strijbosch, L.W.G. & Heuts, R.M.J., 1994. "Investigating several alternatives for estimating the lead time demand distribution in a continuous review inventory model," Other publications TiSEM dc1f886c-0122-4da9-9598-8, Tilburg University, School of Economics and Management.
    5. Nijman, T.E. & Palm, F.C., 1991. "Recent Developments in Modeling Volatility in Financial Data," Papers 9168, Tilburg - Center for Economic Research.
    6. Zou, L., 1993. "Ownership structure and efficiency : An incentive mechanism approach," Other publications TiSEM a72a05c2-b3f2-47c7-a003-f, Tilburg University, School of Economics and Management.
    7. Van Soest, Arthur & Kooreman, Peter, 1990. "Coherency of the indirect translog demand system with binding nonnegativity constraints," Journal of Econometrics, Elsevier, vol. 44(3), pages 391-400, June.
    8. Nijman, T.E. & Palm, F.C., 1991. "Recent developments in modeling volatility in financial data," Other publications TiSEM 0c1ff78c-d484-43bb-bcc3-a, Tilburg University, School of Economics and Management.

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