Generalized least squares estimation of linear models containing rational future expectations

T.E. Nijman and Franz Palm
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T.E. Nijman: Tilburg University, School of Economics and Management

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Date: 1991
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Related works:
Journal Article: Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations (1991)
Working Paper: GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS (1989)
Working Paper: Generalized least squares estimation of linear models containing rational future expectations (1989)
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