FULL VERSUS LIMITED-INFORMATION ESTIMATION OF A RATIONAL-EXPECTATIONS MODEL - SOME NUMERICAL COMPARISONS

[1] MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J]. ECONOMETRICA, 1977, 45 (04) : 955 - 968

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] [Anonymous], 1983, ECONOMETRICS

[4] THE PRODUCTION AND INVENTORY BEHAVIOR OF THE AMERICAN AUTOMOBILE-INDUSTRY [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (03) : 365 - 400

[5] BLANCHARD OJ, 1981, AM ECON REV, V71, P150

[6] Chow G.C., 1975, ANAL CONTROL DYNAMIC

[7] ESTIMATION OF RATIONAL-EXPECTATIONS MODELS [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1980, 2 (03) : 241 - 255

[8] SOLUTION AND MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL-EXPECTATIONS MODELS [J]. ECONOMETRICA, 1983, 51 (04) : 1169 - 1185

[9] LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J]. ECONOMETRICA, 1982, 50 (04) : 1029 - 1054

[10] HANSEN LP, 1980, J ECON DYN CONTROL, V2, P7, DOI 10.1016/0165-1889(80)90049-4

[1] MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J]. ECONOMETRICA, 1977, 45 (04) : 955 - 968

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] [Anonymous], 1983, ECONOMETRICS

[4] THE PRODUCTION AND INVENTORY BEHAVIOR OF THE AMERICAN AUTOMOBILE-INDUSTRY [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (03) : 365 - 400

[5] BLANCHARD OJ, 1981, AM ECON REV, V71, P150

[6] Chow G.C., 1975, ANAL CONTROL DYNAMIC

[7] ESTIMATION OF RATIONAL-EXPECTATIONS MODELS [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1980, 2 (03) : 241 - 255

[8] SOLUTION AND MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL-EXPECTATIONS MODELS [J]. ECONOMETRICA, 1983, 51 (04) : 1169 - 1185

[9] LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J]. ECONOMETRICA, 1982, 50 (04) : 1029 - 1054

[10] HANSEN LP, 1980, J ECON DYN CONTROL, V2, P7, DOI 10.1016/0165-1889(80)90049-4