Instrumental Variables Procedures for Estimating Linear Rational Expectations Models

Creator Series Issue number
  • 070
Date Created
  • 1981-09
  • This paper illustrates how to use instrumental variables procedures to estimate the parameters of a linear rational expectations model. These procedures are appropriate when disturbances are serially correlated and the instrumental variables are not exogenous.

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  • Federal Reserve Bank of Minneapolis. Research Department
  • Federal Reserve Bank of Minneapolis
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