Two-step and related estimators in contemporary rational-expectations models: An analysis of small-sample properties

Hoffman, Dennis L. . Journal of Business & Economic Statistics 1991. 9 :51-61

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Bibtex

@article{CIS-100061,
  Author = {Hoffman, Dennis L.},
  Title = {Two-step and related estimators in contemporary rational-expectations models: An analysis of small-sample properties},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {9},
  Year = {1991},
  Pages = {51--61},
  Keywords = {Monte Carlo, Generalized least squares}
}

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