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Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables

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  • Meijdam, A.C.

    (Tilburg University, School of Economics and Management)

  • Plasmans, J.E.J.

    (Tilburg University, School of Economics and Management)

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  • Meijdam, A.C. & Plasmans, J.E.J., 1986. "Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables," Other publications TiSEM c54e24f3-d734-4a30-97e4-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:c54e24f3-d734-4a30-97e4-9d0cfb2c22ac
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    References listed on IDEAS

    as
    1. Hausman, Jerry A, 1975. "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, Econometric Society, vol. 43(4), pages 727-738, July.
    2. M. R. Wickens, 1982. "The Efficient Estimation of Econometric Models with Rational Expectations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(1), pages 55-67.
    3. Wallis, Kenneth F, 1980. "Econometric Implications of the Rational Expectations Hypothesis," Econometrica, Econometric Society, vol. 48(1), pages 49-73, January.
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