Rational expectations models and the aliasing phenomenon
By: Lars Peter Hansen and Thomas J. Sargent
Contributors: Sargent, Thomas J.
Series: Staff report -- #60; Staff report (Federal Reserve Bank of Minneapolis. Research Department : Online) -- 60.
Publisher: Federal Reserve Bank of Minneapolis
Published: 1980
Place of publication: Minneapolis, Minn.]
Language: eng
Format: [electronic resource] /
Subjects: Economic forecasting; Rational expectations (Economic theory)
Description: "This paper shows how the cross-equation restrictions delivered by the hypothesis of rational expectations can serve to solve the aliasing identification problem. It is shown how the rational expectations restrictions uniquely identify the parameters of a continuous time model from statistics of discrete time models"--Federal Reserve Bank of Minneapolis web site.
Notes: Title from PDF file as viewed on 10/16/2007.

Includes bibliographical references.

Also available in print.

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Mode of access: World Wide Web.