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1990•Bulletin of Economic ResearchRequires access

MODELLING EXPECTATIONS: A REVIEW OF LIMITED INFORMATION ESTIMATION METHODS

Keith Cuthbertson

Open publisher page 11 citations

Abstract

ABSTRACT The plethora of limited information estimation methods applied to expectations models are presented within a coherent framework based on standard econometric estimators. It is then possible to isolate those problems that arise solely because of the inclusion of expectations variables. The relationship between the economic solution of RE models and the appropriate choice of estimator is examined.

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What this paper is about

ABSTRACT The plethora of limited information estimation methods applied to expectations models are presented within a coherent framework based on standard econometric estimators. It is then possible to isolate those problems that arise solely because of the inclusion of expectations variables. The relationship between the economic solution of RE models and the appropriate choice of estimator is examined.

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Available abstract

ABSTRACT The plethora of limited information estimation methods applied to expectations models are presented within a coherent framework based on standard econometric estimators. It is then possible to isolate those problems that arise solely because of the inclusion of expectations variables. The relationship between the economic solution of RE models and the appropriate choice of estimator is examined.

Key concepts: Estimator, Estimation, Econometrics, Economics, Econometric model, Computer science, Mathematics, Statistics

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