{"title":"精确线性理性期望模型:规格说明和估计","authors":"L. Hansen, T. Sargent","doi":"10.21034/sr.71","DOIUrl":null,"url":null,"abstract":"This paper describes how to specify and estimate rational expectations models in which there are exact linear relationships among variables and expectations of variables that the econometrician observes.","PeriodicalId":164493,"journal":{"name":"Staff Report","volume":"24 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"99","resultStr":"{\"title\":\"Exact linear rational expectations models: specification and estimation\",\"authors\":\"L. Hansen, T. Sargent\",\"doi\":\"10.21034/sr.71\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper describes how to specify and estimate rational expectations models in which there are exact linear relationships among variables and expectations of variables that the econometrician observes.\",\"PeriodicalId\":164493,\"journal\":{\"name\":\"Staff Report\",\"volume\":\"24 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"99\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Staff Report\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21034/sr.71\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Staff Report","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21034/sr.71","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Exact linear rational expectations models: specification and estimation
This paper describes how to specify and estimate rational expectations models in which there are exact linear relationships among variables and expectations of variables that the econometrician observes.