An Exact Transformation Matrix for Use with Rational Expectations Models with MA(1) Composite Disturbances

Simon Power ()

Oxford Bulletin of Economics and Statistics, 1990, vol. 52, issue 1, 89-94

Abstract: This paper introduces an exact transformation matrix useful for estimating single equations from a rational expectations simultaneous model with MA(1) composite disturbances by means of instrumental variables techniques. An illustrative example is provided. Copyright 1990 by Blackwell Publishing Ltd

Date: 1990
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