Some exact and inexact linear rational expectation models in vector autoregressive models
Anders Rygh Swensen
| Year of publication: |
2014
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|---|---|
| Authors: | Swensen, Anders Rygh |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 123.2014, 2, p. 216-219
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| Subject: | Vector autoregressive models | Exact rational expectations | Inexact rational expectations | Maximum likelihood estimation | Rationale Erwartung | Rational expectations | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010400289