Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone

Mohammad Pesaran and Hossein Samiei

Journal of Econometrics, 1992, vol. 53, issue 1-3, 141-163

Date: 1992
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Working Paper: Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:53:y:1992:i:1-3:p:141-163

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