; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Procedures for Solving and Estimating a Class of Hierarchical Linear Rational Expectations Models"; ; "batchuser@example.com"; "Roberds, William"; "Federal Reserve Bank of Minneapolis"; "Stackelberg dynamic game", "Oligopoly model", "Rational expectations theory"; "C13 - Estimation: General", "C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games"; "A method is presented for solving a certain class of hierarchical rational expectations models, principally models that arise from Stackelberg dynamic games. The method allows for numerical solution using spectral factorization algorithms, and estimation of these models using standard maximum likelihood techniques."^^; "1984-08"; "2018-03-13T20:39:55.337286339+00:00"^^; "https://doi.org/10.21034/wp.261"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "2020-05-04T16:30:33.609786353+00:00"^^; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "659"; "Working paper (Federal Reserve Bank of Minneapolis. Research Department)"; "261"; "Oligopoly model", "Stackelberg dynamic game", "Rational expectations theory"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Research Department"; ; "Publication" . ; .