Full information estimation and stochastic simulation of models with rational expectations
نویسندگان
چکیده
منابع مشابه
Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
In an earlier paper (Fair and Taylor, 1983) we presented methods for the solution and full information estimation of models with rational expectations. The basic solution method, called the 'extended path' method, has come to be widely used for deterministic simulations of rational expectations models' but, probably because of the expense, the full information estimation method has not to our k...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 1990
ISSN: 0883-7252,1099-1255
DOI: 10.1002/jae.3950050406