"This paper illustrates how to use instrumental variables procedures to estimate the parameters of a linear rational … expectations model. These procedures are appropriate when disturbances are serially correlated and the instrumental variables are …

"This paper describes how to specify and estimate rational expectations models in which there are exact linear …

characterizing cross-equation restrictions implied by linear rational expectations models"--Federal Reserve Bank of Minneapolis web …

"This paper proposes a method for estimating the parameters of continuous time, stochastic rational expectations models … rise to very misleading conclusions about parameters. Our proposal is to express the restrictions imposed by the rational … expectations model on the continuous time process generating the observable variables. Then the likelihood function of a discrete …