Modelling Expectations: A Review of Limited Information Estimation Methods

Keith Cuthbertson

Bulletin of Economic Research, 1990, vol. 42, issue 1, 1-34

Abstract: The plethora of limited information estimation methods applied to expectations models are presented within a coherent framework based on standard econometric estimators. It is then possible to isolate those problems that arise solely because of their inclusion of expectations variables. The relationship between the economic solution of rational expectations models and the appropriate choice of estimator is examined. Copyright 1990 by Blackwell Publishing Ltd and the Board of Trustees of the Bulletin of Economic Research

Date: 1990
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