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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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Suggested Citation

  • 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

    as
    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, T.C.M.J. & van der Ploeg, F., 1989. "Wage rigidity and capital mobility in an optimizing model of a small open economy," Other publications TiSEM e4d40766-3400-44f7-b56c-2, Tilburg University, School of Economics and Management.
    3. 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.
    4. van de Klundert, T.C.M.J. & van der Ploeg, F., 1987. "Wage rigidity and capital mobility in an optimizing model of a small open economy," Other publications TiSEM a75dda7f-978d-4808-924b-4, Tilburg University, School of Economics and Management.
    5. Marini, G. & van der Ploeg, F., 1990. "Monetary and fiscal policy in an optimising model with capital accumulation and finite lives," Other publications TiSEM 64ea26d5-c6a6-4b29-b145-6, Tilburg University, School of Economics and Management.
    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.
    7. 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.
    8. Alogoskoufis,George & Portes,Richard & Papademos,Lucas (ed.), 1991. "External Constraints on Macroeconomic Policy," Cambridge Books, Cambridge University Press, number 9780521405270, July.
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    Citations

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    Cited by:

    1. Nijman, T.E. & Palm, F.C., 1991. "Recent Developments in Modeling Volatility in Financial Data," Papers 9168, Tilburg - Center for Economic Research.
    2. 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.
    3. van Wijnbergen, S., 1993. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Other publications TiSEM dd672b28-6648-4b14-8ad3-8, Tilburg University, School of Economics and Management.
    4. 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.
    5. Kapteyn, Arie & Kooreman, Peter & van Soest, Arthur, 1990. "Quantity Rationing and Concavity in a Flexible Household Labor Supply Model," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 55-62, February.
    6. 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.
    7. Kapteyn, Arie & Kooreman, Peter, 1992. "Household labor supply: What kind of data can tell us how many decision makers there are?," European Economic Review, Elsevier, vol. 36(2-3), pages 365-371, April.
    8. 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.
    9. van Soest, A.H.O. & Kooreman, P., 1992. "Coherency of the indirect translog demand system with binding nonnegativity constraints," Other publications TiSEM 4be16cc9-b9e5-4232-b6fd-1, Tilburg University, School of Economics and Management.
    10. 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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