GENERALIZED INSTRUMENTAL VARIABLES ESTIMATION OF NON-LINEAR RATIONAL-EXPECTATIONS MODELS

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

[2] Amemiya T., 1974, J EC, V2, P105

[3] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[4] Cox John C, 1978, THEORY TERM STRUCTUR

[5] CUMBY RJ, 1981, 11 NAT BUR EC RES TE

[6] FAIR RC, 1980, 564 COWL F DISC PAP

[7] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[8] STOCHASTIC IMPLICATIONS OF THE LIFE CYCLE PERMANENT INCOME HYPOTHESIS - THEORY AND EVIDENCE [J]. JOURNAL OF POLITICAL ECONOMY, 1978, 86 (06) : 971 - 987

[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] Amemiya T., 1974, J EC, V2, P105

[3] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[4] Cox John C, 1978, THEORY TERM STRUCTUR

[5] CUMBY RJ, 1981, 11 NAT BUR EC RES TE

[6] FAIR RC, 1980, 564 COWL F DISC PAP

[7] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[8] STOCHASTIC IMPLICATIONS OF THE LIFE CYCLE PERMANENT INCOME HYPOTHESIS - THEORY AND EVIDENCE [J]. JOURNAL OF POLITICAL ECONOMY, 1978, 86 (06) : 971 - 987

[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