Instrumental variables procedures for estimating linear rational expectations models
By: Lars Peter Hansen and Thomas J. Sargent.
Contributors: Sargent, Thomas J.
Series: Federal Reserve Bank of Minneapolis, Research Department staff report -- 70; Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 70.
Publisher: Federal Reserve Bank of Minneapolis
Published: 1981
Place of publication: [Minneapolis, Minn.]
Language: eng
Format: Electronic resource
Subjects: Rational expectations (Economic theory) -- Mathematical models.
Description: "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 not exogenous"--Federal Reserve Bank of Minneapolis web site.
Notes: Title from PDF file as viewed on 10/19/2007.

Includes bibliographical references.

Also available in print.

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Mode of access: World Wide Web.